Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 89.60%
March 31, 2024 89.57%
February 29, 2024 89.57%
January 31, 2024 89.57%
December 31, 2023 89.57%
November 30, 2023 89.57%
October 31, 2023 89.57%
September 30, 2023 89.30%
August 31, 2023 89.30%
July 31, 2023 89.30%
June 30, 2023 89.30%
May 31, 2023 89.30%
April 30, 2023 89.22%
March 31, 2023 88.50%
February 28, 2023 88.50%
January 31, 2023 88.50%
December 31, 2022 88.50%
November 30, 2022 87.58%
October 31, 2022 87.28%
September 30, 2022 87.10%
August 31, 2022 85.85%
July 31, 2022 85.10%
June 30, 2022 85.10%
May 31, 2022 85.10%
April 30, 2022 83.35%
Date Value
March 31, 2022 83.35%
February 28, 2022 78.87%
January 31, 2022 75.93%
December 31, 2021 68.01%
November 30, 2021 63.64%
October 31, 2021 55.37%
September 30, 2021 54.71%
August 31, 2021 49.24%
July 31, 2021 49.24%
June 30, 2021 49.24%
May 31, 2021 49.24%
April 30, 2021 45.74%
March 31, 2021 45.74%
February 28, 2021 40.65%
January 31, 2021 40.65%
December 31, 2020 40.65%
November 30, 2020 39.67%
October 31, 2020 39.67%
September 30, 2020 39.67%
August 31, 2020 39.67%
July 31, 2020 39.67%
June 30, 2020 39.67%
May 31, 2020 39.67%
April 30, 2020 39.67%
March 31, 2020 39.67%

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

15.79%
Minimum
May 2019
89.60%
Maximum
Apr 2024
62.37%
Average
59.51%
Median

Max Drawdown (5Y) Benchmarks