Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.0%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 99.98%
October 31, 2022 99.98%
September 30, 2022 99.98%
August 31, 2022 99.97%
July 31, 2022 99.55%
June 30, 2022 99.55%
May 31, 2022 99.55%
April 30, 2022 99.46%
Date Value
March 31, 2022 99.13%
February 28, 2022 99.11%
January 31, 2022 98.68%
December 31, 2021 98.60%
November 30, 2021 97.74%
October 31, 2021 97.25%
September 30, 2021 97.25%
August 31, 2021 97.25%
July 31, 2021 96.70%
June 30, 2021 96.70%
May 31, 2021 96.70%
April 30, 2021 96.70%
March 31, 2021 96.70%
February 28, 2021 96.70%
January 31, 2021 96.70%
December 31, 2020 96.70%
November 30, 2020 96.70%
October 31, 2020 96.70%
September 30, 2020 96.70%
August 31, 2020 96.70%
July 31, 2020 96.70%
June 30, 2020 96.70%
May 31, 2020 96.70%
April 30, 2020 96.70%
March 31, 2020 96.70%

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

81.89%
Minimum
May 2019
100.0%
Maximum
Sep 2023
97.98%
Average
97.50%
Median

Max Drawdown (5Y) Benchmarks