Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.51%
September 30, 2024 91.51%
August 31, 2024 91.51%
July 31, 2024 91.51%
June 30, 2024 91.51%
May 31, 2024 91.51%
April 30, 2024 91.51%
March 31, 2024 91.51%
February 29, 2024 91.51%
January 31, 2024 91.51%
December 31, 2023 91.51%
November 30, 2023 91.51%
October 31, 2023 91.51%
September 30, 2023 91.51%
August 31, 2023 91.51%
July 31, 2023 91.51%
June 30, 2023 91.51%
May 31, 2023 91.51%
April 30, 2023 91.51%
March 31, 2023 88.33%
February 28, 2023 86.26%
January 31, 2023 86.26%
December 31, 2022 86.26%
November 30, 2022 84.42%
October 31, 2022 84.42%
Date Value
September 30, 2022 84.42%
August 31, 2022 73.12%
July 31, 2022 72.01%
June 30, 2022 72.01%
May 31, 2022 69.65%
April 30, 2022 62.85%
March 31, 2022 59.60%
February 28, 2022 52.22%
January 31, 2022 52.22%
December 31, 2021 48.67%
November 30, 2021 46.60%
October 31, 2021 39.36%
September 30, 2021 38.33%
August 31, 2021 35.67%
July 31, 2021 33.75%
June 30, 2021 33.75%
May 31, 2021 33.75%
April 30, 2021 33.75%
March 31, 2021 33.75%
February 28, 2021 33.16%
January 31, 2021 31.53%
December 31, 2020 31.53%
November 30, 2020 31.53%
October 31, 2020 27.77%
September 30, 2020 15.28%

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

1.73%
Minimum
Nov 2019
91.51%
Maximum
Apr 2023
58.02%
Average
66.25%
Median

Max Drawdown (5Y) Benchmarks