Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.90%
March 31, 2024 99.90%
February 29, 2024 99.90%
January 31, 2024 99.90%
December 31, 2023 99.90%
November 30, 2023 99.90%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.90%
March 31, 2023 99.90%
February 28, 2023 99.90%
January 31, 2023 99.90%
December 31, 2022 99.90%
November 30, 2022 99.90%
October 31, 2022 99.90%
September 30, 2022 99.90%
August 31, 2022 99.90%
July 31, 2022 99.90%
June 30, 2022 99.90%
May 31, 2022 99.90%
April 30, 2022 99.90%
Date Value
March 31, 2022 99.90%
February 28, 2022 99.90%
January 31, 2022 95.37%
December 31, 2021 95.37%
November 30, 2021 95.37%
October 31, 2021 95.37%
September 30, 2021 96.33%
August 31, 2021 96.33%
July 31, 2021 96.33%
June 30, 2021 96.33%
May 31, 2021 97.00%
April 30, 2021 97.00%
March 31, 2021 97.00%
February 28, 2021 97.00%
January 31, 2021 97.00%
December 31, 2020 97.00%
November 30, 2020 97.00%
October 31, 2020 97.00%
September 30, 2020 97.00%
August 31, 2020 97.00%
July 31, 2020 97.00%
June 30, 2020 97.00%
May 31, 2020 97.00%
April 30, 2020 97.00%
March 31, 2020 97.00%

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

95.37%
Minimum
Oct 2021
99.90%
Maximum
Feb 2022
98.15%
Average
97.00%
Median
May 2019

Max Drawdown (5Y) Benchmarks