Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 98.55%
February 29, 2024 98.55%
January 31, 2024 98.55%
December 31, 2023 98.55%
November 30, 2023 98.55%
October 31, 2023 98.55%
September 30, 2023 98.26%
August 31, 2023 97.71%
July 31, 2023 97.36%
June 30, 2023 97.36%
May 31, 2023 96.44%
April 30, 2023 96.44%
March 31, 2023 96.44%
February 28, 2023 95.07%
January 31, 2023 95.07%
December 31, 2022 95.07%
November 30, 2022 94.15%
October 31, 2022 94.15%
September 30, 2022 94.15%
August 31, 2022 94.15%
July 31, 2022 94.15%
June 30, 2022 94.15%
May 31, 2022 92.27%
April 30, 2022 89.88%
March 31, 2022 84.94%
Date Value
February 28, 2022 79.50%
January 31, 2022 78.38%
December 31, 2021 76.35%
November 30, 2021 76.35%
October 31, 2021 76.35%
September 30, 2021 76.35%
August 31, 2021 76.35%
July 31, 2021 76.35%
June 30, 2021 76.35%
May 31, 2021 76.35%
April 30, 2021 76.35%
March 31, 2021 76.35%
February 28, 2021 76.35%
January 31, 2021 76.35%
December 31, 2020 76.35%
November 30, 2020 76.35%
October 31, 2020 76.35%
September 30, 2020 76.35%
August 31, 2020 76.30%
July 31, 2020 76.30%
June 30, 2020 76.30%
May 31, 2020 76.30%
April 30, 2020 76.30%
March 31, 2020 74.31%
February 29, 2020 64.79%

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

32.14%
Minimum
Apr 2019
98.55%
Maximum
Oct 2023
79.85%
Average
76.35%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks