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 99.98%
November 30, 2023 99.96%
October 31, 2023 99.96%
September 30, 2023 99.12%
August 31, 2023 98.81%
July 31, 2023 95.75%
June 30, 2023 93.91%
May 31, 2023 91.63%
April 30, 2023 90.87%
March 31, 2023 89.30%
February 28, 2023 89.30%
January 31, 2023 89.30%
December 31, 2022 89.30%
November 30, 2022 89.30%
October 31, 2022 89.30%
September 30, 2022 89.30%
August 31, 2022 89.30%
July 31, 2022 89.30%
June 30, 2022 89.30%
May 31, 2022 89.30%
April 30, 2022 89.30%
Date Value
March 31, 2022 89.30%
February 28, 2022 89.30%
January 31, 2022 89.30%
December 31, 2021 89.30%
November 30, 2021 85.54%
October 31, 2021 80.65%
September 30, 2021 74.57%
August 31, 2021 74.57%
July 31, 2021 74.57%
June 30, 2021 74.57%
May 31, 2021 74.57%
April 30, 2021 74.57%
March 31, 2021 74.57%
February 28, 2021 74.57%
January 31, 2021 74.57%
December 31, 2020 74.57%
November 30, 2020 74.57%
October 31, 2020 74.57%
September 30, 2020 74.57%
August 31, 2020 74.57%
July 31, 2020 74.57%
June 30, 2020 74.57%
May 31, 2020 74.57%
April 30, 2020 74.57%
March 31, 2020 74.57%

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

74.13%
Minimum
May 2019
100.00%
Maximum
Jan 2024
83.78%
Average
83.10%
Median

Max Drawdown (5Y) Benchmarks