Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.95%
October 31, 2023 99.95%
September 30, 2023 99.95%
August 31, 2023 99.95%
July 31, 2023 99.95%
June 30, 2023 99.95%
May 31, 2023 98.40%
April 30, 2023 98.40%
March 31, 2023 98.40%
February 28, 2023 98.40%
January 31, 2023 98.40%
December 31, 2022 98.40%
November 30, 2022 98.40%
October 31, 2022 98.40%
September 30, 2022 98.40%
August 31, 2022 98.40%
July 31, 2022 98.40%
June 30, 2022 98.40%
May 31, 2022 98.40%
April 30, 2022 98.40%
March 31, 2022 98.40%
Date Value
February 28, 2022 98.40%
January 31, 2022 98.40%
December 31, 2021 98.40%
November 30, 2021 98.40%
October 31, 2021 98.40%
September 30, 2021 98.40%
August 31, 2021 98.40%
July 31, 2021 98.40%
June 30, 2021 98.40%
May 31, 2021 98.40%
April 30, 2021 98.40%
March 31, 2021 98.40%
February 28, 2021 98.40%
January 31, 2021 98.40%
December 31, 2020 98.40%
November 30, 2020 98.40%
October 31, 2020 98.40%
September 30, 2020 98.40%
August 31, 2020 98.40%
July 31, 2020 98.40%
June 30, 2020 98.40%
May 31, 2020 98.40%
April 30, 2020 98.40%
March 31, 2020 98.40%
February 29, 2020 98.40%

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

98.40%
Minimum
Apr 2019
99.98%
Maximum
Dec 2023
98.66%
Average
98.40%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks