Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.73%
February 29, 2024 99.73%
January 31, 2024 99.73%
December 31, 2023 99.73%
November 30, 2023 99.71%
October 31, 2023 99.58%
September 30, 2023 99.48%
August 31, 2023 99.42%
July 31, 2023 99.42%
June 30, 2023 99.42%
May 31, 2023 99.18%
April 30, 2023 99.18%
March 31, 2023 99.17%
February 28, 2023 99.10%
January 31, 2023 98.90%
December 31, 2022 98.90%
November 30, 2022 98.87%
October 31, 2022 98.87%
September 30, 2022 98.65%
August 31, 2022 98.51%
July 31, 2022 98.51%
June 30, 2022 98.51%
May 31, 2022 98.51%
April 30, 2022 98.20%
March 31, 2022 97.96%
Date Value
February 28, 2022 97.96%
January 31, 2022 97.33%
December 31, 2021 96.29%
November 30, 2021 95.09%
October 31, 2021 94.75%
September 30, 2021 94.44%
August 31, 2021 94.44%
July 31, 2021 94.44%
June 30, 2021 94.44%
May 31, 2021 94.44%
April 30, 2021 94.44%
March 31, 2021 94.44%
February 28, 2021 94.44%
January 31, 2021 94.44%
December 31, 2020 94.44%
November 30, 2020 94.44%
October 31, 2020 94.44%
September 30, 2020 94.44%
August 31, 2020 94.44%
July 31, 2020 94.44%
June 30, 2020 94.44%
May 31, 2020 94.44%
April 30, 2020 94.44%
March 31, 2020 94.44%
February 29, 2020 91.68%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

46.48%
Minimum
Apr 2019
99.73%
Maximum
Dec 2023
93.15%
Average
94.60%
Median

Max Drawdown (5Y) Benchmarks