Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.82%
September 30, 2024 99.78%
August 31, 2024 99.78%
July 31, 2024 99.78%
June 30, 2024 99.78%
May 31, 2024 99.78%
April 30, 2024 99.78%
March 31, 2024 99.76%
February 29, 2024 99.75%
January 31, 2024 99.75%
December 31, 2023 99.65%
November 30, 2023 99.63%
October 31, 2023 99.63%
September 30, 2023 99.63%
August 31, 2023 99.63%
July 31, 2023 99.63%
June 30, 2023 99.63%
May 31, 2023 99.63%
April 30, 2023 99.63%
March 31, 2023 99.63%
February 28, 2023 99.44%
January 31, 2023 99.44%
December 31, 2022 99.44%
November 30, 2022 99.35%
October 31, 2022 99.35%
Date Value
September 30, 2022 99.35%
August 31, 2022 99.35%
July 31, 2022 99.35%
June 30, 2022 99.35%
May 31, 2022 99.35%
April 30, 2022 99.07%
March 31, 2022 99.07%
February 28, 2022 99.07%
January 31, 2022 99.07%
December 31, 2021 98.72%
November 30, 2021 98.56%
October 31, 2021 98.29%
September 30, 2021 98.29%
August 31, 2021 98.29%
July 31, 2021 98.26%
June 30, 2021 98.26%
May 31, 2021 98.26%
April 30, 2021 98.26%
March 31, 2021 98.26%
February 28, 2021 98.26%
January 31, 2021 98.26%
December 31, 2020 98.26%
November 30, 2020 98.26%
October 31, 2020 98.26%
September 30, 2020 98.07%

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

70.05%
Minimum
Nov 2019
99.82%
Maximum
Oct 2024
96.74%
Average
99.21%
Median