Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 51.29%
December 31, 2023 51.29%
November 30, 2023 51.29%
October 31, 2023 51.29%
September 30, 2023 51.29%
August 31, 2023 51.29%
July 31, 2023 51.29%
June 30, 2023 51.29%
May 31, 2023 51.29%
April 30, 2023 51.29%
March 31, 2023 51.29%
February 28, 2023 51.29%
January 31, 2023 51.29%
December 31, 2022 51.29%
November 30, 2022 51.29%
October 31, 2022 51.29%
September 30, 2022 51.29%
August 31, 2022 51.29%
July 31, 2022 51.29%
June 30, 2022 51.29%
May 31, 2022 51.29%
April 30, 2022 51.29%
March 31, 2022 51.29%
February 28, 2022 51.29%
January 31, 2022 51.29%
Date Value
December 31, 2021 51.29%
November 30, 2021 51.29%
October 31, 2021 51.29%
September 30, 2021 51.29%
August 31, 2021 51.29%
July 31, 2021 51.29%
June 30, 2021 51.29%
May 31, 2021 51.29%
April 30, 2021 51.29%
March 31, 2021 51.29%
February 28, 2021 51.29%
January 31, 2021 52.98%
December 31, 2020 57.27%
November 30, 2020 58.87%
October 31, 2020 58.87%
September 30, 2020 58.87%
August 31, 2020 58.87%
July 31, 2020 58.87%
June 30, 2020 58.87%
May 31, 2020 58.87%
April 30, 2020 58.87%
March 31, 2020 58.87%
February 29, 2020 58.87%
January 31, 2020 58.87%
December 31, 2019 58.87%

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

51.29%
Minimum
Feb 2021
58.87%
Maximum
Feb 2019
54.20%
Average
51.29%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks