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 99.94%
April 30, 2023 99.94%
March 31, 2023 99.94%
February 28, 2023 99.94%
January 31, 2023 99.94%
December 31, 2022 99.94%
November 30, 2022 99.86%
October 31, 2022 99.86%
September 30, 2022 99.86%
August 31, 2022 99.86%
July 31, 2022 99.83%
June 30, 2022 99.83%
May 31, 2022 99.80%
April 30, 2022 99.74%
Date Value
March 31, 2022 99.74%
February 28, 2022 99.71%
January 31, 2022 99.57%
December 31, 2021 99.57%
November 30, 2021 99.49%
October 31, 2021 98.97%
September 30, 2021 98.89%
August 31, 2021 98.89%
July 31, 2021 98.89%
June 30, 2021 98.89%
May 31, 2021 98.89%
April 30, 2021 98.89%
March 31, 2021 98.89%
February 28, 2021 99.33%
January 31, 2021 99.47%
December 31, 2020 99.47%
November 30, 2020 99.47%
October 31, 2020 99.75%
September 30, 2020 99.75%
August 31, 2020 99.84%
July 31, 2020 99.85%
June 30, 2020 99.87%
May 31, 2020 99.90%
April 30, 2020 99.90%
March 31, 2020 99.90%

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

98.89%
Minimum
Mar 2021
100.00%
Maximum
Jun 2023
99.72%
Average
99.88%
Median

Max Drawdown (5Y) Benchmarks