Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.70%
March 31, 2024 99.68%
February 29, 2024 99.66%
January 31, 2024 99.66%
December 31, 2023 99.54%
November 30, 2023 99.43%
October 31, 2023 99.31%
September 30, 2023 99.31%
August 31, 2023 99.16%
July 31, 2023 97.65%
June 30, 2023 97.59%
May 31, 2023 97.24%
April 30, 2023 96.46%
March 31, 2023 95.65%
February 28, 2023 90.61%
January 31, 2023 88.96%
December 31, 2022 88.96%
November 30, 2022 88.87%
October 31, 2022 88.87%
September 30, 2022 88.87%
August 31, 2022 88.87%
July 31, 2022 88.87%
June 30, 2022 88.87%
May 31, 2022 88.87%
April 30, 2022 84.35%
Date Value
March 31, 2022 82.64%
February 28, 2022 80.92%
January 31, 2022 79.88%
December 31, 2021 72.23%
November 30, 2021 71.43%
October 31, 2021 59.47%
September 30, 2021 59.47%
August 31, 2021 59.47%
July 31, 2021 59.47%
June 30, 2021 59.47%
May 31, 2021 59.47%
April 30, 2021 59.47%
March 31, 2021 59.47%
February 28, 2021 59.47%
January 31, 2021 59.47%
December 31, 2020 59.47%
November 30, 2020 59.47%
October 31, 2020 59.47%
September 30, 2020 59.47%
August 31, 2020 59.47%
July 31, 2020 59.47%
June 30, 2020 59.47%
May 31, 2020 59.47%
April 30, 2020 59.47%
March 31, 2020 59.47%

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

43.38%
Minimum
May 2019
99.70%
Maximum
Apr 2024
72.75%
Average
65.45%
Median

Max Drawdown (5Y) Benchmarks