Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 97.79%
February 29, 2024 96.96%
January 31, 2024 96.55%
December 31, 2023 96.12%
November 30, 2023 96.12%
October 31, 2023 96.12%
September 30, 2023 96.12%
August 31, 2023 96.12%
July 31, 2023 96.12%
June 30, 2023 96.12%
May 31, 2023 96.12%
April 30, 2023 96.07%
March 31, 2023 95.63%
February 28, 2023 94.73%
January 31, 2023 94.24%
December 31, 2022 94.24%
November 30, 2022 93.59%
October 31, 2022 93.59%
September 30, 2022 92.61%
August 31, 2022 91.63%
July 31, 2022 91.63%
June 30, 2022 91.18%
May 31, 2022 87.37%
April 30, 2022 80.69%
March 31, 2022 79.55%
Date Value
February 28, 2022 79.55%
January 31, 2022 79.55%
December 31, 2021 77.43%
November 30, 2021 69.71%
October 31, 2021 69.71%
September 30, 2021 67.27%
August 31, 2021 67.27%
July 31, 2021 67.27%
June 30, 2021 57.39%
May 31, 2021 57.39%
April 30, 2021 56.20%
March 31, 2021 50.98%
February 28, 2021 33.27%
January 31, 2021 24.35%
December 31, 2020 21.98%
November 30, 2020 5.84%
October 31, 2020 5.84%
September 30, 2020 5.84%
August 31, 2020 5.84%
July 31, 2020 5.84%
June 30, 2020 5.84%
May 31, 2020 5.84%
April 30, 2020 5.84%
March 31, 2020 5.84%
February 29, 2020 2.00%

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

0.51%
Minimum
Apr 2019
97.79%
Maximum
Mar 2024
54.78%
Average
68.49%
Median

Max Drawdown (5Y) Benchmarks