Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.02%
September 30, 2024 94.02%
August 31, 2024 94.02%
July 31, 2024 94.02%
June 30, 2024 94.02%
May 31, 2024 94.02%
April 30, 2024 94.02%
March 31, 2024 94.02%
February 29, 2024 94.02%
January 31, 2024 94.02%
December 31, 2023 94.02%
November 30, 2023 94.02%
October 31, 2023 88.39%
September 30, 2023 86.89%
August 31, 2023 85.18%
July 31, 2023 83.36%
June 30, 2023 81.89%
May 31, 2023 81.89%
April 30, 2023 81.89%
March 31, 2023 81.89%
February 28, 2023 78.75%
January 31, 2023 78.75%
December 31, 2022 78.75%
November 30, 2022 77.88%
October 31, 2022 77.88%
Date Value
September 30, 2022 77.88%
August 31, 2022 77.88%
July 31, 2022 77.88%
June 30, 2022 77.88%
May 31, 2022 77.88%
April 30, 2022 77.88%
March 31, 2022 77.88%
February 28, 2022 77.88%
January 31, 2022 77.88%
December 31, 2021 77.88%
November 30, 2021 77.88%
October 31, 2021 77.88%
September 30, 2021 77.88%
August 31, 2021 77.88%
July 31, 2021 77.88%
June 30, 2021 77.88%
May 31, 2021 77.88%
April 30, 2021 77.88%
March 31, 2021 77.88%
February 28, 2021 77.88%
January 31, 2021 77.88%
December 31, 2020 77.88%
November 30, 2020 77.88%
October 31, 2020 77.88%
September 30, 2020 77.88%

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

72.54%
Minimum
Nov 2019
94.02%
Maximum
Nov 2023
81.60%
Average
77.88%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks