Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 99.60%
October 31, 2023 99.60%
September 30, 2023 99.60%
August 31, 2023 99.60%
July 31, 2023 99.60%
June 30, 2023 99.60%
May 31, 2023 99.60%
April 30, 2023 99.60%
March 31, 2023 99.60%
February 28, 2023 99.60%
January 31, 2023 99.60%
December 31, 2022 96.00%
November 30, 2022 95.45%
October 31, 2022 97.83%
September 30, 2022 97.83%
August 31, 2022 97.83%
July 31, 2022 97.83%
June 30, 2022 97.83%
May 31, 2022 97.83%
April 30, 2022 97.83%
Date Value
March 31, 2022 97.83%
February 28, 2022 97.83%
January 31, 2022 97.83%
December 31, 2021 97.83%
November 30, 2021 97.83%
October 31, 2021 97.83%
September 30, 2021 97.83%
August 31, 2021 97.83%
July 31, 2021 97.83%
June 30, 2021 97.83%
May 31, 2021 97.83%
April 30, 2021 97.83%
March 31, 2021 97.83%
February 28, 2021 97.83%
January 31, 2021 97.83%
December 31, 2020 97.83%
November 30, 2020 97.83%
October 31, 2020 97.83%
September 30, 2020 97.83%
August 31, 2020 97.83%
July 31, 2020 97.83%
June 30, 2020 98.00%
May 31, 2020 98.50%
April 30, 2020 98.50%
March 31, 2020 98.50%

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

95.45%
Minimum
Nov 2022
100.00%
Maximum
Dec 2023
98.41%
Average
97.91%
Median

Max Drawdown (5Y) Benchmarks