Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 99.77%
October 31, 2023 99.77%
September 30, 2023 99.77%
August 31, 2023 99.77%
July 31, 2023 99.77%
June 30, 2023 99.77%
May 31, 2023 99.53%
April 30, 2023 99.53%
March 31, 2023 99.53%
February 28, 2023 99.53%
January 31, 2023 99.53%
December 31, 2022 99.53%
November 30, 2022 99.07%
October 31, 2022 99.07%
September 30, 2022 99.07%
August 31, 2022 99.07%
July 31, 2022 99.07%
June 30, 2022 99.07%
May 31, 2022 98.40%
April 30, 2022 98.40%
March 31, 2022 98.40%
Date Value
February 28, 2022 98.40%
January 31, 2022 98.40%
December 31, 2021 98.40%
November 30, 2021 98.40%
October 31, 2021 98.40%
September 30, 2021 98.40%
August 31, 2021 98.40%
July 31, 2021 98.40%
June 30, 2021 98.72%
May 31, 2021 98.72%
April 30, 2021 98.72%
March 31, 2021 98.72%
February 28, 2021 98.72%
January 31, 2021 98.72%
December 31, 2020 98.72%
November 30, 2020 99.00%
October 31, 2020 99.64%
September 30, 2020 99.64%
August 31, 2020 99.64%
July 31, 2020 99.64%
June 30, 2020 99.64%
May 31, 2020 99.64%
April 30, 2020 99.64%
March 31, 2020 99.64%
February 29, 2020 99.64%

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

98.40%
Minimum
Jul 2021
100.00%
Maximum
Dec 2023
99.26%
Average
99.53%
Median
Dec 2022

Max Drawdown (5Y) Benchmarks