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 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 99.98%
June 30, 2023 99.85%
May 31, 2023 99.85%
April 30, 2023 99.85%
March 31, 2023 99.85%
February 28, 2023 99.74%
January 31, 2023 99.73%
December 31, 2022 99.15%
November 30, 2022 98.98%
October 31, 2022 98.68%
September 30, 2022 98.66%
August 31, 2022 98.11%
July 31, 2022 97.84%
June 30, 2022 97.81%
May 31, 2022 97.81%
April 30, 2022 97.81%
Date Value
March 31, 2022 96.71%
February 28, 2022 95.65%
January 31, 2022 97.42%
December 31, 2021 97.49%
November 30, 2021 97.49%
October 31, 2021 97.91%
September 30, 2021 98.03%
August 31, 2021 98.12%
July 31, 2021 98.12%
June 30, 2021 98.12%
May 31, 2021 98.12%
April 30, 2021 98.12%
March 31, 2021 98.12%
February 28, 2021 98.12%
January 31, 2021 98.12%
December 31, 2020 98.12%
November 30, 2020 98.12%
October 31, 2020 98.12%
September 30, 2020 98.12%
August 31, 2020 98.12%
July 31, 2020 98.12%
June 30, 2020 98.12%
May 31, 2020 98.12%
April 30, 2020 98.12%
March 31, 2020 98.50%

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

95.65%
Minimum
Feb 2022
100.00%
Maximum
Nov 2023
98.66%
Average
98.58%
Median

Max Drawdown (5Y) Benchmarks