Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
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 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 99.75%
April 30, 2022 99.75%
Date Value
March 31, 2022 99.75%
February 28, 2022 99.75%
January 31, 2022 99.75%
December 31, 2021 99.75%
November 30, 2021 99.75%
October 31, 2021 99.75%
September 30, 2021 99.75%
August 31, 2021 99.70%
July 31, 2021 99.70%
June 30, 2021 99.70%
May 31, 2021 99.70%
April 30, 2021 99.70%
March 31, 2021 99.70%
February 28, 2021 99.70%
January 31, 2021 99.70%
December 31, 2020 99.70%
November 30, 2020 99.70%
October 31, 2020 99.70%
September 30, 2020 99.70%
August 31, 2020 94.17%
July 31, 2020 94.17%
June 30, 2020 94.17%
May 31, 2020 94.17%
April 30, 2020 94.17%
March 31, 2020 94.17%

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

94.17%
Minimum
Mar 2020
100.00%
Maximum
Jun 2022
98.38%
Average
99.75%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks