Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 91.49%
December 31, 2023 91.49%
November 30, 2023 91.49%
October 31, 2023 91.49%
September 30, 2023 91.49%
August 31, 2023 91.49%
July 31, 2023 91.49%
June 30, 2023 91.49%
May 31, 2023 91.49%
April 30, 2023 91.49%
March 31, 2023 91.49%
February 28, 2023 91.49%
January 31, 2023 91.49%
December 31, 2022 91.49%
November 30, 2022 91.49%
October 31, 2022 91.49%
September 30, 2022 91.49%
August 31, 2022 91.49%
July 31, 2022 91.49%
June 30, 2022 91.49%
May 31, 2022 91.49%
April 30, 2022 91.49%
March 31, 2022 91.49%
February 28, 2022 91.49%
January 31, 2022 91.49%
Date Value
December 31, 2021 91.49%
November 30, 2021 91.49%
October 31, 2021 91.49%
September 30, 2021 91.49%
August 31, 2021 91.49%
July 31, 2021 91.49%
June 30, 2021 91.49%
May 31, 2021 91.49%
April 30, 2021 91.49%
March 31, 2021 91.49%
February 28, 2021 91.49%
January 31, 2021 91.49%
December 31, 2020 91.49%
November 30, 2020 91.49%
October 31, 2020 91.49%
September 30, 2020 91.49%
August 31, 2020 91.49%
July 31, 2020 91.49%
June 30, 2020 91.49%
May 31, 2020 91.49%
April 30, 2020 91.49%
March 31, 2020 91.49%
February 29, 2020 69.05%
January 31, 2020 68.97%
December 31, 2019 68.97%

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

63.60%
Minimum
Feb 2019
91.49%
Maximum
Mar 2020
86.26%
Average
91.49%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks