Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 70.60%
September 30, 2024 70.60%
August 31, 2024 70.60%
July 31, 2024 70.60%
June 30, 2024 70.60%
May 31, 2024 70.60%
April 30, 2024 70.60%
March 31, 2024 70.60%
February 29, 2024 70.60%
January 31, 2024 70.60%
December 31, 2023 70.60%
November 30, 2023 70.60%
October 31, 2023 70.60%
September 30, 2023 70.60%
August 31, 2023 70.60%
July 31, 2023 70.60%
June 30, 2023 70.60%
May 31, 2023 70.60%
April 30, 2023 70.60%
March 31, 2023 70.60%
February 28, 2023 70.60%
January 31, 2023 70.60%
December 31, 2022 70.60%
November 30, 2022 70.60%
October 31, 2022 70.60%
Date Value
September 30, 2022 70.60%
August 31, 2022 70.60%
July 31, 2022 70.60%
June 30, 2022 70.60%
May 31, 2022 70.60%
April 30, 2022 70.60%
March 31, 2022 70.60%
February 28, 2022 70.60%
January 31, 2022 70.60%
December 31, 2021 70.60%
November 30, 2021 70.60%
October 31, 2021 70.60%
September 30, 2021 73.25%
August 31, 2021 75.25%
July 31, 2021 75.25%
June 30, 2021 78.38%
May 31, 2021 78.38%
April 30, 2021 82.14%
March 31, 2021 83.76%
February 28, 2021 84.10%
January 31, 2021 87.43%
December 31, 2020 89.80%
November 30, 2020 91.65%
October 31, 2020 91.65%
September 30, 2020 91.65%

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

70.60%
Minimum
Oct 2021
91.65%
Maximum
Nov 2019
76.86%
Average
70.60%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks