Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 62.86%
March 31, 2024 62.86%
February 29, 2024 62.86%
January 31, 2024 62.86%
December 31, 2023 62.86%
November 30, 2023 62.86%
October 31, 2023 62.86%
September 30, 2023 62.86%
August 31, 2023 62.86%
July 31, 2023 62.86%
June 30, 2023 62.86%
May 31, 2023 62.86%
April 30, 2023 62.86%
March 31, 2023 62.86%
February 28, 2023 62.86%
January 31, 2023 62.86%
December 31, 2022 62.86%
November 30, 2022 61.54%
October 31, 2022 61.54%
September 30, 2022 61.54%
August 31, 2022 61.54%
July 31, 2022 61.54%
June 30, 2022 61.54%
May 31, 2022 61.54%
April 30, 2022 61.54%
Date Value
March 31, 2022 61.54%
February 28, 2022 61.54%
January 31, 2022 61.54%
December 31, 2021 49.19%
November 30, 2021 47.71%
October 31, 2021 47.71%
September 30, 2021 47.71%
August 31, 2021 47.71%
July 31, 2021 47.71%
June 30, 2021 47.71%
May 31, 2021 47.71%
April 30, 2021 47.71%
March 31, 2021 47.71%
February 28, 2021 44.73%
January 31, 2021 44.73%
December 31, 2020 44.73%
November 30, 2020 44.57%
October 31, 2020 31.75%
September 30, 2020 31.75%
August 31, 2020 31.75%
July 31, 2020 31.75%
June 30, 2020 31.75%
May 31, 2020 31.75%
April 30, 2020 31.75%
March 31, 2020 31.75%

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

4.76%
Minimum
May 2019
62.86%
Maximum
Dec 2022
46.04%
Average
47.71%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks