Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
Date Value
September 30, 2022 99.99%
August 31, 2022 99.98%
July 31, 2022 99.97%
June 30, 2022 99.92%
May 31, 2022 99.83%
April 30, 2022 99.36%
March 31, 2022 99.16%
February 28, 2022 98.92%
January 31, 2022 98.92%
December 31, 2021 98.90%
November 30, 2021 98.90%
October 31, 2021 98.90%
September 30, 2021 98.90%
August 31, 2021 98.68%
July 31, 2021 98.40%
June 30, 2021 98.40%
May 31, 2021 98.40%
April 30, 2021 98.40%
March 31, 2021 98.40%
February 28, 2021 98.40%
January 31, 2021 98.40%
December 31, 2020 98.40%
November 30, 2020 98.40%
October 31, 2020 97.80%
September 30, 2020 97.48%

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

97.30%
Minimum
Jun 2020
100.00%
Maximum
Jan 2024
99.16%
Average
99.60%
Median