Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.98%
April 30, 2023 99.98%
March 31, 2023 99.98%
February 28, 2023 99.98%
January 31, 2023 99.98%
December 31, 2022 99.98%
November 30, 2022 99.98%
October 31, 2022 99.98%
September 30, 2022 99.98%
August 31, 2022 99.98%
July 31, 2022 96.15%
June 30, 2022 96.15%
May 31, 2022 96.15%
April 30, 2022 96.15%
Date Value
March 31, 2022 96.15%
February 28, 2022 96.15%
January 31, 2022 96.15%
December 31, 2021 96.15%
November 30, 2021 96.15%
October 31, 2021 96.15%
September 30, 2021 96.15%
August 31, 2021 96.15%
July 31, 2021 96.15%
June 30, 2021 96.15%
May 31, 2021 96.15%
April 30, 2021 96.15%
March 31, 2021 96.15%
February 28, 2021 96.15%
January 31, 2021 96.15%
December 31, 2020 96.15%
November 30, 2020 96.15%
October 31, 2020 96.15%
September 30, 2020 96.92%
August 31, 2020 96.92%
July 31, 2020 96.92%
June 30, 2020 96.92%
May 31, 2020 96.92%
April 30, 2020 96.92%
March 31, 2020 96.92%

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

96.15%
Minimum
Oct 2020
99.99%
Maximum
Dec 2023
97.71%
Average
96.92%
Median
May 2019

Max Drawdown (5Y) Benchmarks