Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.03%
February 29, 2024 99.03%
January 31, 2024 99.03%
December 31, 2023 99.03%
November 30, 2023 99.03%
October 31, 2023 98.99%
September 30, 2023 97.91%
August 31, 2023 97.91%
July 31, 2023 97.69%
June 30, 2023 97.69%
May 31, 2023 97.69%
April 30, 2023 97.69%
March 31, 2023 96.58%
February 28, 2023 96.11%
January 31, 2023 96.11%
December 31, 2022 96.08%
November 30, 2022 95.72%
October 31, 2022 95.72%
September 30, 2022 94.95%
August 31, 2022 94.95%
July 31, 2022 94.95%
June 30, 2022 94.95%
May 31, 2022 94.95%
April 30, 2022 94.25%
March 31, 2022 93.66%
Date Value
February 28, 2022 93.63%
January 31, 2022 93.20%
December 31, 2021 89.58%
November 30, 2021 88.13%
October 31, 2021 87.65%
September 30, 2021 86.02%
August 31, 2021 86.02%
July 31, 2021 85.78%
June 30, 2021 85.78%
May 31, 2021 85.78%
April 30, 2021 85.19%
March 31, 2021 81.06%
February 28, 2021 72.93%
January 31, 2021 72.55%
December 31, 2020 71.80%
November 30, 2020 66.57%
October 31, 2020 66.12%
September 30, 2020 43.56%
August 31, 2020 43.56%
July 31, 2020 43.56%
June 30, 2020 13.82%
May 31, 2020 5.16%
April 30, 2020 5.16%
March 31, 2020 5.16%
February 29, 2020 1.02%

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

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Minimum
Apr 2019
99.03%
Maximum
Nov 2023
66.45%
Average
86.83%
Median

Max Drawdown (5Y) Benchmarks