Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 98.45%
January 31, 2024 98.45%
December 31, 2023 98.45%
November 30, 2023 98.36%
October 31, 2023 98.18%
September 30, 2023 98.18%
August 31, 2023 97.25%
July 31, 2023 97.25%
June 30, 2023 97.25%
May 31, 2023 97.25%
April 30, 2023 97.25%
March 31, 2023 96.76%
February 28, 2023 96.45%
January 31, 2023 96.25%
December 31, 2022 96.14%
November 30, 2022 96.14%
October 31, 2022 96.14%
September 30, 2022 96.14%
August 31, 2022 96.14%
July 31, 2022 96.14%
June 30, 2022 96.14%
May 31, 2022 96.14%
April 30, 2022 96.14%
March 31, 2022 96.14%
February 28, 2022 96.14%
Date Value
January 31, 2022 96.14%
December 31, 2021 96.14%
November 30, 2021 96.14%
October 31, 2021 96.14%
September 30, 2021 96.14%
August 31, 2021 96.14%
July 31, 2021 96.14%
June 30, 2021 96.14%
May 31, 2021 96.14%
April 30, 2021 96.14%
March 31, 2021 96.14%
February 28, 2021 96.14%
January 31, 2021 96.14%
December 31, 2020 96.14%
November 30, 2020 96.14%
October 31, 2020 96.14%
September 30, 2020 96.14%
August 31, 2020 96.14%
July 31, 2020 96.14%
June 30, 2020 96.14%
May 31, 2020 96.14%
April 30, 2020 96.14%
March 31, 2020 96.14%
February 29, 2020 96.14%
January 31, 2020 96.14%

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

94.76%
Minimum
Mar 2019
98.45%
Maximum
Dec 2023
96.39%
Average
96.14%
Median
Aug 2019

Max Drawdown (5Y) Benchmarks