Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.59%
April 30, 2023 99.49%
March 31, 2023 99.49%
February 28, 2023 99.17%
January 31, 2023 99.17%
December 31, 2022 99.17%
November 30, 2022 98.96%
October 31, 2022 98.37%
September 30, 2022 97.95%
August 31, 2022 96.95%
July 31, 2022 95.91%
June 30, 2022 95.91%
May 31, 2022 95.91%
April 30, 2022 95.91%
Date Value
March 31, 2022 93.88%
February 28, 2022 93.88%
January 31, 2022 93.88%
December 31, 2021 93.88%
November 30, 2021 89.94%
October 31, 2021 89.94%
September 30, 2021 89.94%
August 31, 2021 89.94%
July 31, 2021 89.94%
June 30, 2021 89.94%
May 31, 2021 89.94%
April 30, 2021 81.50%
March 31, 2021 81.50%
February 28, 2021 81.50%
January 31, 2021 81.50%
December 31, 2020 81.50%
November 30, 2020 81.50%
October 31, 2020 81.50%
September 30, 2020 81.50%
August 31, 2020 81.50%
July 31, 2020 81.50%
June 30, 2020 81.50%
May 31, 2020 81.50%
April 30, 2020 81.50%
March 31, 2020 81.50%

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

75.00%
Minimum
May 2019
99.98%
Maximum
Jun 2023
89.79%
Average
89.94%
Median
May 2021

Max Drawdown (5Y) Benchmarks