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 94.12%
April 30, 2023 94.12%
March 31, 2023 94.12%
February 28, 2023 94.12%
January 31, 2023 94.12%
December 31, 2022 94.12%
November 30, 2022 94.12%
October 31, 2022 94.12%
September 30, 2022 94.12%
August 31, 2022 94.12%
July 31, 2022 94.12%
June 30, 2022 94.12%
May 31, 2022 94.12%
April 30, 2022 94.12%
Date Value
March 31, 2022 94.12%
February 28, 2022 58.85%
January 31, 2022 58.85%
December 31, 2021 58.85%
November 30, 2021 58.85%
October 31, 2021 58.85%
September 30, 2021 58.85%
August 31, 2021 58.85%
July 31, 2021 58.85%
June 30, 2021 58.85%
May 31, 2021 58.85%
April 30, 2021 58.85%
March 31, 2021 58.85%
February 28, 2021 59.82%
January 31, 2021 67.45%
December 31, 2020 67.45%
November 30, 2020 79.16%
October 31, 2020 80.47%
September 30, 2020 85.55%
August 31, 2020 85.68%
July 31, 2020 85.68%
June 30, 2020 85.68%
May 31, 2020 85.68%
April 30, 2020 85.68%
March 31, 2020 85.68%

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

58.85%
Minimum
Mar 2021
100.00%
Maximum
Jun 2023
84.12%
Average
87.74%
Median
May 2019

Max Drawdown (5Y) Benchmarks