Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.38%
March 31, 2024 99.38%
February 29, 2024 99.38%
January 31, 2024 99.35%
December 31, 2023 99.17%
November 30, 2023 98.88%
October 31, 2023 98.82%
September 30, 2023 98.80%
August 31, 2023 98.63%
July 31, 2023 98.63%
June 30, 2023 98.63%
May 31, 2023 98.63%
April 30, 2023 98.63%
March 31, 2023 98.43%
February 28, 2023 98.35%
January 31, 2023 98.35%
December 31, 2022 98.35%
November 30, 2022 98.31%
October 31, 2022 98.31%
September 30, 2022 98.31%
August 31, 2022 99.69%
July 31, 2022 99.74%
June 30, 2022 99.78%
May 31, 2022 99.78%
April 30, 2022 99.78%
Date Value
March 31, 2022 99.78%
February 28, 2022 99.78%
January 31, 2022 99.78%
December 31, 2021 99.78%
November 30, 2021 99.78%
October 31, 2021 99.78%
September 30, 2021 99.78%
August 31, 2021 99.78%
July 31, 2021 99.78%
June 30, 2021 99.78%
May 31, 2021 99.78%
April 30, 2021 99.78%
March 31, 2021 99.78%
February 28, 2021 99.78%
January 31, 2021 99.78%
December 31, 2020 99.78%
November 30, 2020 99.78%
October 31, 2020 99.78%
September 30, 2020 99.78%
August 31, 2020 99.78%
July 31, 2020 99.78%
June 30, 2020 99.78%
May 31, 2020 99.78%
April 30, 2020 99.78%
March 31, 2020 99.78%

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

98.31%
Minimum
Sep 2022
99.78%
Maximum
May 2019
99.43%
Average
99.78%
Median
May 2019

Max Drawdown (5Y) Benchmarks