Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.86%
September 30, 2024 94.86%
August 31, 2024 93.68%
July 31, 2024 93.09%
June 30, 2024 90.32%
May 31, 2024 87.48%
April 30, 2024 87.48%
March 31, 2024 84.33%
February 29, 2024 84.33%
January 31, 2024 84.33%
December 31, 2023 84.33%
November 30, 2023 84.33%
October 31, 2023 84.33%
September 30, 2023 84.33%
August 31, 2023 84.33%
July 31, 2023 84.33%
June 30, 2023 84.33%
May 31, 2023 84.33%
April 30, 2023 84.33%
March 31, 2023 84.33%
February 28, 2023 84.33%
January 31, 2023 84.33%
December 31, 2022 84.33%
November 30, 2022 84.33%
October 31, 2022 84.33%
Date Value
September 30, 2022 84.33%
August 31, 2022 84.33%
July 31, 2022 84.33%
June 30, 2022 84.33%
May 31, 2022 82.60%
April 30, 2022 79.56%
March 31, 2022 79.56%
February 28, 2022 79.56%
January 31, 2022 78.57%
December 31, 2021 77.55%
November 30, 2021 64.17%
October 31, 2021 64.17%
September 30, 2021 64.17%
August 31, 2021 62.86%
July 31, 2021 62.86%
June 30, 2021 62.86%
May 31, 2021 62.86%
April 30, 2021 62.86%
March 31, 2021 62.86%
February 28, 2021 62.86%
January 31, 2021 62.86%
December 31, 2020 62.86%
November 30, 2020 61.89%
October 31, 2020 61.89%
September 30, 2020 61.89%

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

61.89%
Minimum
Aug 2020
94.86%
Maximum
Sep 2024
77.54%
Average
81.08%
Median

Max Drawdown (5Y) Benchmarks