Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.97%
October 31, 2023 99.97%
September 30, 2023 99.93%
August 31, 2023 99.92%
July 31, 2023 99.88%
June 30, 2023 99.58%
May 31, 2023 99.26%
April 30, 2023 99.25%
March 31, 2023 98.88%
February 28, 2023 98.88%
January 31, 2023 98.88%
December 31, 2022 98.88%
November 30, 2022 98.26%
October 31, 2022 97.99%
September 30, 2022 96.36%
August 31, 2022 96.36%
July 31, 2022 96.36%
June 30, 2022 96.36%
May 31, 2022 96.36%
April 30, 2022 96.05%
Date Value
March 31, 2022 96.05%
February 28, 2022 95.08%
January 31, 2022 94.94%
December 31, 2021 92.72%
November 30, 2021 86.76%
October 31, 2021 86.45%
September 30, 2021 84.96%
August 31, 2021 84.96%
July 31, 2021 84.96%
June 30, 2021 84.96%
May 31, 2021 84.96%
April 30, 2021 76.04%
March 31, 2021 74.65%
February 28, 2021 74.65%
January 31, 2021 74.65%
December 31, 2020 74.65%
November 30, 2020 74.65%
October 31, 2020 74.65%
September 30, 2020 74.65%
August 31, 2020 71.31%
July 31, 2020 71.31%
June 30, 2020 71.31%
May 31, 2020 71.31%
April 30, 2020 71.31%
March 31, 2020 71.31%

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

48.05%
Minimum
May 2019
99.97%
Maximum
Oct 2023
84.29%
Average
86.60%
Median