Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 37.48%
February 29, 2024 37.48%
January 31, 2024 37.48%
December 31, 2023 37.48%
November 30, 2023 37.48%
October 31, 2023 37.48%
September 30, 2023 37.48%
August 31, 2023 37.48%
July 31, 2023 37.48%
June 30, 2023 37.48%
May 31, 2023 37.48%
April 30, 2023 37.48%
March 31, 2023 37.48%
February 28, 2023 37.48%
January 31, 2023 37.48%
December 31, 2022 37.48%
November 30, 2022 37.48%
October 31, 2022 37.48%
September 30, 2022 37.48%
August 31, 2022 37.48%
July 31, 2022 37.48%
June 30, 2022 37.48%
May 31, 2022 37.48%
April 30, 2022 37.48%
March 31, 2022 37.48%
Date Value
February 28, 2022 37.48%
January 31, 2022 37.48%
December 31, 2021 37.48%
November 30, 2021 37.48%
October 31, 2021 37.48%
September 30, 2021 37.48%
August 31, 2021 37.48%
July 31, 2021 39.39%
June 30, 2021 43.15%
May 31, 2021 43.15%
April 30, 2021 43.15%
March 31, 2021 48.60%
February 28, 2021 52.34%
January 31, 2021 55.21%
December 31, 2020 55.21%
November 30, 2020 63.01%
October 31, 2020 63.88%
September 30, 2020 63.88%
August 31, 2020 63.88%
July 31, 2020 63.88%
June 30, 2020 63.88%
May 31, 2020 63.88%
April 30, 2020 63.88%
March 31, 2020 63.88%
February 29, 2020 63.88%

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

37.48%
Minimum
Aug 2021
63.88%
Maximum
Apr 2019
47.61%
Average
37.48%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks