Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2023 99.80%
March 31, 2023 99.23%
February 28, 2023 98.78%
January 31, 2023 98.78%
December 31, 2022 98.78%
November 30, 2022 96.67%
October 31, 2022 95.93%
September 30, 2022 95.93%
August 31, 2022 95.93%
July 31, 2022 95.93%
June 30, 2022 95.93%
May 31, 2022 89.20%
April 30, 2022 89.20%
March 31, 2022 89.20%
February 28, 2022 89.20%
January 31, 2022 89.20%
December 31, 2021 89.20%
November 30, 2021 89.20%
October 31, 2021 89.20%
September 30, 2021 89.20%
August 31, 2021 89.20%
July 31, 2021 89.20%
June 30, 2021 89.20%
May 31, 2021 89.20%
April 30, 2021 89.20%
Date Value
March 31, 2021 89.20%
February 28, 2021 89.20%
January 31, 2021 89.20%
December 31, 2020 89.20%
November 30, 2020 89.20%
October 31, 2020 89.20%
September 30, 2020 83.46%
August 31, 2020 83.41%
July 31, 2020 83.36%
June 30, 2020 75.16%
May 31, 2020 75.16%
April 30, 2020 75.16%
March 31, 2020 75.14%
February 29, 2020 64.66%
January 31, 2020 64.66%
December 31, 2019 64.66%
November 30, 2019 64.66%
October 31, 2019 64.66%
September 30, 2019 64.66%
August 31, 2019 64.66%
July 31, 2019 64.32%
June 30, 2019 64.32%
May 31, 2019 64.32%
April 30, 2019 64.32%
March 31, 2019 64.32%

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

64.32%
Minimum
May 2019
99.80%
Maximum
Apr 2023
84.42%
Average
89.20%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks