Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 90.68%
February 29, 2024 90.68%
January 31, 2024 90.68%
December 31, 2023 90.68%
November 30, 2023 90.68%
October 31, 2023 89.20%
September 30, 2023 88.11%
August 31, 2023 89.32%
July 31, 2023 89.32%
June 30, 2023 89.32%
May 31, 2023 89.89%
April 30, 2023 92.86%
March 31, 2023 94.93%
February 28, 2023 97.38%
January 31, 2023 98.20%
December 31, 2022 98.77%
November 30, 2022 99.22%
October 31, 2022 99.22%
September 30, 2022 99.22%
August 31, 2022 99.25%
July 31, 2022 99.25%
June 30, 2022 99.25%
May 31, 2022 99.25%
April 30, 2022 99.25%
March 31, 2022 99.25%
Date Value
February 28, 2022 99.25%
January 31, 2022 99.25%
December 31, 2021 99.25%
November 30, 2021 99.25%
October 31, 2021 99.25%
September 30, 2021 99.25%
August 31, 2021 99.25%
July 31, 2021 99.25%
June 30, 2021 99.25%
May 31, 2021 99.25%
April 30, 2021 99.25%
March 31, 2021 99.25%
February 28, 2021 99.25%
January 31, 2021 99.25%
December 31, 2020 99.25%
November 30, 2020 99.25%
October 31, 2020 99.25%
September 30, 2020 99.25%
August 31, 2020 99.25%
July 31, 2020 99.25%
June 30, 2020 99.25%
May 31, 2020 99.25%
April 30, 2020 99.25%
March 31, 2020 99.25%
February 29, 2020 99.25%

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

88.11%
Minimum
Sep 2023
99.25%
Maximum
Apr 2019
97.30%
Average
99.25%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks