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 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
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 99.93%
December 31, 2022 99.93%
November 30, 2022 99.93%
October 31, 2022 99.09%
September 30, 2022 99.44%
August 31, 2022 99.44%
July 31, 2022 99.44%
June 30, 2022 99.44%
May 31, 2022 99.50%
April 30, 2022 99.51%
Date Value
March 31, 2022 99.66%
February 28, 2022 99.66%
January 31, 2022 99.66%
December 31, 2021 99.66%
November 30, 2021 99.66%
October 31, 2021 99.66%
September 30, 2021 99.66%
August 31, 2021 99.77%
July 31, 2021 99.77%
June 30, 2021 99.77%
May 31, 2021 99.77%
April 30, 2021 99.85%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%
July 31, 2020 100.00%
June 30, 2020 100.00%
May 31, 2020 100.00%
April 30, 2020 100.00%
March 31, 2020 100.00%

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

99.09%
Minimum
Oct 2022
100.0%
Maximum
Dec 2023
99.87%
Average
100.00%
Median
May 2019