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 100.00%
November 30, 2023 100.00%
October 31, 2023 97.22%
September 30, 2023 97.22%
August 31, 2023 97.22%
July 31, 2023 97.22%
June 30, 2023 95.74%
May 31, 2023 94.91%
April 30, 2023 94.81%
March 31, 2023 94.81%
February 28, 2023 94.81%
January 31, 2023 94.81%
December 31, 2022 94.81%
November 30, 2022 93.43%
October 31, 2022 93.43%
September 30, 2022 93.41%
August 31, 2022 93.41%
July 31, 2022 93.41%
June 30, 2022 93.41%
May 31, 2022 92.10%
April 30, 2022 91.54%
Date Value
March 31, 2022 91.54%
February 28, 2022 91.54%
January 31, 2022 91.54%
December 31, 2021 91.54%
November 30, 2021 91.62%
October 31, 2021 92.51%
September 30, 2021 95.68%
August 31, 2021 95.70%
July 31, 2021 95.71%
June 30, 2021 95.71%
May 31, 2021 95.71%
April 30, 2021 98.04%
March 31, 2021 98.22%
February 28, 2021 98.97%
January 31, 2021 99.37%
December 31, 2020 99.37%
November 30, 2020 99.37%
October 31, 2020 99.37%
September 30, 2020 99.37%
August 31, 2020 99.37%
July 31, 2020 99.37%
June 30, 2020 99.37%
May 31, 2020 99.37%
April 30, 2020 99.37%
March 31, 2020 99.37%

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

91.54%
Minimum
Dec 2021
100.00%
Maximum
Nov 2023
96.81%
Average
97.63%
Median