Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 98.29%
February 29, 2024 98.29%
January 31, 2024 97.97%
December 31, 2023 97.64%
November 30, 2023 97.64%
October 31, 2023 97.03%
September 30, 2023 96.97%
August 31, 2023 96.57%
July 31, 2023 96.10%
June 30, 2023 96.10%
May 31, 2023 96.10%
April 30, 2023 96.10%
March 31, 2023 96.10%
February 28, 2023 96.10%
January 31, 2023 96.10%
December 31, 2022 95.84%
November 30, 2022 95.84%
October 31, 2022 95.84%
September 30, 2022 95.84%
August 31, 2022 95.84%
July 31, 2022 95.84%
June 30, 2022 95.84%
May 31, 2022 95.84%
April 30, 2022 95.84%
March 31, 2022 95.84%
Date Value
February 28, 2022 95.84%
January 31, 2022 95.84%
December 31, 2021 95.84%
November 30, 2021 95.84%
October 31, 2021 95.84%
September 30, 2021 95.84%
August 31, 2021 95.84%
July 31, 2021 95.84%
June 30, 2021 95.84%
May 31, 2021 95.84%
April 30, 2021 95.84%
March 31, 2021 95.84%
February 28, 2021 95.84%
January 31, 2021 95.84%
December 31, 2020 95.84%
November 30, 2020 95.84%
October 31, 2020 95.84%
September 30, 2020 95.84%
August 31, 2020 95.84%
July 31, 2020 95.84%
June 30, 2020 95.84%
May 31, 2020 93.08%
April 30, 2020 92.62%
March 31, 2020 91.52%
February 29, 2020 91.52%

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

45.71%
Minimum
Apr 2019
98.29%
Maximum
Feb 2024
91.51%
Average
95.84%
Median
Jun 2020