Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.60%
March 31, 2024 99.60%
February 29, 2024 99.60%
January 31, 2024 99.60%
December 31, 2023 99.60%
November 30, 2023 99.60%
October 31, 2023 99.60%
September 30, 2023 99.60%
August 31, 2023 99.53%
July 31, 2023 99.25%
June 30, 2023 98.91%
May 31, 2023 98.70%
April 30, 2023 97.67%
March 31, 2023 97.36%
February 28, 2023 96.65%
January 31, 2023 96.37%
December 31, 2022 96.37%
November 30, 2022 96.37%
October 31, 2022 96.37%
September 30, 2022 96.37%
August 31, 2022 96.37%
July 31, 2022 96.37%
June 30, 2022 96.37%
May 31, 2022 96.37%
April 30, 2022 96.37%
Date Value
March 31, 2022 96.37%
February 28, 2022 96.37%
January 31, 2022 96.37%
December 31, 2021 96.37%
November 30, 2021 95.26%
October 31, 2021 95.26%
September 30, 2021 95.26%
August 31, 2021 94.84%
July 31, 2021 92.65%
June 30, 2021 88.20%
May 31, 2021 87.99%
April 30, 2021 87.99%
March 31, 2021 87.99%
February 28, 2021 87.99%
January 31, 2021 87.99%
December 31, 2020 87.99%
November 30, 2020 87.99%
October 31, 2020 87.99%
September 30, 2020 87.63%
August 31, 2020 82.26%
July 31, 2020 81.91%
June 30, 2020 81.91%
May 31, 2020 80.00%
April 30, 2020 80.00%
March 31, 2020 77.74%

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

25.09%
Minimum
May 2019
99.60%
Maximum
Feb 2024
87.07%
Average
95.26%
Median
Sep 2021