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 100.0%
July 31, 2023 100.0%
June 30, 2023 100.0%
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 100.00%
October 31, 2022 100.00%
September 30, 2022 99.96%
August 31, 2022 99.56%
July 31, 2022 99.30%
June 30, 2022 99.24%
May 31, 2022 99.16%
April 30, 2022 99.16%
Date Value
March 31, 2022 99.16%
February 28, 2022 99.16%
January 31, 2022 99.10%
December 31, 2021 98.83%
November 30, 2021 98.07%
October 31, 2021 97.02%
September 30, 2021 96.80%
August 31, 2021 96.73%
July 31, 2021 96.73%
June 30, 2021 96.73%
May 31, 2021 96.73%
April 30, 2021 96.73%
March 31, 2021 96.73%
February 28, 2021 96.73%
January 31, 2021 96.73%
December 31, 2020 96.73%
November 30, 2020 96.73%
October 31, 2020 96.73%
September 30, 2020 96.39%
August 31, 2020 89.86%
July 31, 2020 89.86%
June 30, 2020 89.86%
May 31, 2020 89.86%
April 30, 2020 89.86%
March 31, 2020 89.59%

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

29.71%
Minimum
May 2019
100.0%
Maximum
Jun 2023
90.94%
Average
97.54%
Median