Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 96.50%
December 31, 2023 96.50%
November 30, 2023 96.50%
October 31, 2023 96.50%
September 30, 2023 96.50%
August 31, 2023 96.50%
July 31, 2023 96.50%
June 30, 2023 96.50%
May 31, 2023 96.50%
April 30, 2023 96.50%
March 31, 2023 96.50%
February 28, 2023 96.50%
January 31, 2023 96.50%
December 31, 2022 96.50%
November 30, 2022 96.50%
October 31, 2022 96.50%
September 30, 2022 96.50%
August 31, 2022 96.50%
July 31, 2022 96.50%
June 30, 2022 96.50%
May 31, 2022 96.50%
April 30, 2022 96.50%
March 31, 2022 96.50%
February 28, 2022 96.50%
January 31, 2022 96.50%
Date Value
December 31, 2021 96.50%
November 30, 2021 96.50%
October 31, 2021 96.50%
September 30, 2021 96.50%
August 31, 2021 96.50%
July 31, 2021 96.50%
June 30, 2021 96.50%
May 31, 2021 96.50%
April 30, 2021 96.50%
March 31, 2021 96.50%
February 28, 2021 96.50%
January 31, 2021 96.50%
December 31, 2020 96.50%
November 30, 2020 96.50%
October 31, 2020 96.50%
September 30, 2020 96.50%
August 31, 2020 96.50%
July 31, 2020 96.50%
June 30, 2020 96.50%
May 31, 2020 96.50%
April 30, 2020 96.50%
March 31, 2020 96.50%
February 29, 2020 72.02%
January 31, 2020 63.74%
December 31, 2019 63.74%

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

58.81%
Minimum
Feb 2019
96.50%
Maximum
Mar 2020
88.92%
Average
96.50%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks