Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.72%
September 30, 2024 61.72%
August 31, 2024 61.72%
July 31, 2024 61.72%
June 30, 2024 61.72%
May 31, 2024 61.72%
April 30, 2024 61.72%
March 31, 2024 61.72%
February 29, 2024 61.72%
January 31, 2024 61.72%
December 31, 2023 61.72%
November 30, 2023 61.72%
October 31, 2023 61.72%
September 30, 2023 61.72%
August 31, 2023 61.72%
July 31, 2023 61.72%
June 30, 2023 61.72%
May 31, 2023 61.72%
April 30, 2023 61.72%
March 31, 2023 57.28%
February 28, 2023 57.28%
January 31, 2023 57.28%
December 31, 2022 57.28%
November 30, 2022 57.28%
October 31, 2022 57.28%
Date Value
September 30, 2022 57.28%
August 31, 2022 57.28%
July 31, 2022 57.28%
June 30, 2022 57.28%
May 31, 2022 57.28%
April 30, 2022 50.06%
March 31, 2022 44.09%
February 28, 2022 41.35%
January 31, 2022 40.92%
December 31, 2021 38.35%
November 30, 2021 38.35%
October 31, 2021 38.35%
September 30, 2021 38.35%
August 31, 2021 38.35%
July 31, 2021 38.35%
June 30, 2021 33.45%
May 31, 2021 34.39%
April 30, 2021 40.82%
March 31, 2021 42.92%
February 28, 2021 42.92%
January 31, 2021 42.92%
December 31, 2020 42.92%
November 30, 2020 42.92%
October 31, 2020 42.92%
September 30, 2020 42.92%

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

33.45%
Minimum
Jun 2021
61.72%
Maximum
Apr 2023
50.79%
Average
53.67%
Median

Max Drawdown (5Y) Benchmarks