Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 99.54%
January 31, 2024 99.54%
December 31, 2023 99.54%
November 30, 2023 99.54%
October 31, 2023 99.54%
September 30, 2023 99.54%
August 31, 2023 99.54%
July 31, 2023 99.54%
June 30, 2023 99.54%
May 31, 2023 99.54%
April 30, 2023 99.54%
March 31, 2023 99.54%
February 28, 2023 99.54%
January 31, 2023 99.54%
December 31, 2022 99.54%
November 30, 2022 99.54%
October 31, 2022 99.54%
September 30, 2022 99.54%
August 31, 2022 99.54%
July 31, 2022 99.54%
June 30, 2022 99.54%
May 31, 2022 99.50%
April 30, 2022 99.34%
March 31, 2022 99.22%
February 28, 2022 99.02%
Date Value
January 31, 2022 98.81%
December 31, 2021 98.36%
November 30, 2021 98.36%
October 31, 2021 98.16%
September 30, 2021 97.61%
August 31, 2021 97.30%
July 31, 2021 97.30%
June 30, 2021 97.27%
May 31, 2021 96.60%
April 30, 2021 96.16%
March 31, 2021 96.16%
February 28, 2021 95.25%
January 31, 2021 93.71%
December 31, 2020 92.58%
November 30, 2020 91.46%
October 31, 2020 88.16%
September 30, 2020 88.16%
August 31, 2020 88.16%
July 31, 2020 88.16%
June 30, 2020 88.16%
May 31, 2020 83.36%
April 30, 2020 81.31%
March 31, 2020 77.80%
February 29, 2020 77.80%
January 31, 2020 77.80%

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

77.80%
Minimum
Mar 2019
99.54%
Maximum
Jun 2022
92.49%
Average
97.46%
Median