Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 59.38%
February 29, 2024 59.38%
January 31, 2024 59.38%
December 31, 2023 59.38%
November 30, 2023 59.38%
October 31, 2023 59.38%
September 30, 2023 59.38%
August 31, 2023 59.38%
July 31, 2023 59.38%
June 30, 2023 59.38%
May 31, 2023 59.38%
April 30, 2023 59.38%
March 31, 2023 59.38%
February 28, 2023 59.38%
January 31, 2023 59.38%
December 31, 2022 59.38%
November 30, 2022 59.38%
October 31, 2022 59.38%
September 30, 2022 59.38%
August 31, 2022 59.38%
July 31, 2022 59.38%
June 30, 2022 59.38%
May 31, 2022 59.38%
April 30, 2022 59.38%
March 31, 2022 59.38%
Date Value
February 28, 2022 59.38%
January 31, 2022 59.38%
December 31, 2021 59.38%
November 30, 2021 59.38%
October 31, 2021 59.38%
September 30, 2021 59.38%
August 31, 2021 59.38%
July 31, 2021 59.38%
June 30, 2021 60.82%
May 31, 2021 64.44%
April 30, 2021 65.36%
March 31, 2021 65.97%
February 28, 2021 65.97%
January 31, 2021 65.97%
December 31, 2020 67.91%
November 30, 2020 74.54%
October 31, 2020 74.54%
September 30, 2020 74.54%
August 31, 2020 75.04%
July 31, 2020 75.53%
June 30, 2020 75.53%
May 31, 2020 79.31%
April 30, 2020 80.10%
March 31, 2020 83.30%
February 29, 2020 85.82%

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

59.38%
Minimum
Jul 2021
93.74%
Maximum
Apr 2019
68.35%
Average
59.38%
Median
Jul 2021

Max Drawdown (5Y) Benchmarks