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 99.96%
November 30, 2023 99.95%
October 31, 2023 99.93%
September 30, 2023 99.77%
August 31, 2023 98.53%
July 31, 2023 97.63%
June 30, 2023 97.44%
May 31, 2023 97.44%
April 30, 2023 97.44%
March 31, 2023 97.01%
February 28, 2023 96.01%
January 31, 2023 94.78%
December 31, 2022 94.78%
November 30, 2022 95.94%
October 31, 2022 96.07%
September 30, 2022 96.59%
August 31, 2022 96.59%
July 31, 2022 97.56%
June 30, 2022 97.90%
May 31, 2022 98.12%
April 30, 2022 98.12%
Date Value
March 31, 2022 98.12%
February 28, 2022 98.12%
January 31, 2022 98.12%
December 31, 2021 98.12%
November 30, 2021 98.12%
October 31, 2021 98.12%
September 30, 2021 98.12%
August 31, 2021 98.15%
July 31, 2021 98.15%
June 30, 2021 98.15%
May 31, 2021 98.15%
April 30, 2021 98.15%
March 31, 2021 98.15%
February 28, 2021 98.15%
January 31, 2021 98.15%
December 31, 2020 98.15%
November 30, 2020 98.15%
October 31, 2020 98.15%
September 30, 2020 98.15%
August 31, 2020 98.15%
July 31, 2020 98.15%
June 30, 2020 98.15%
May 31, 2020 98.15%
April 30, 2020 98.15%
March 31, 2020 98.15%

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

94.78%
Minimum
Dec 2022
100.00%
Maximum
Mar 2024
98.04%
Average
98.15%
Median
May 2019

Max Drawdown (5Y) Benchmarks