Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.99%
September 30, 2024 99.98%
August 31, 2024 99.98%
July 31, 2024 99.98%
June 30, 2024 99.98%
May 31, 2024 99.97%
April 30, 2024 99.97%
March 31, 2024 99.93%
February 29, 2024 99.93%
January 31, 2024 99.92%
December 31, 2023 99.92%
November 30, 2023 99.90%
October 31, 2023 99.87%
September 30, 2023 99.69%
August 31, 2023 99.57%
July 31, 2023 99.50%
June 30, 2023 99.50%
May 31, 2023 99.50%
April 30, 2023 99.50%
March 31, 2023 99.43%
February 28, 2023 99.39%
January 31, 2023 99.38%
December 31, 2022 99.36%
November 30, 2022 99.28%
October 31, 2022 98.68%
Date Value
September 30, 2022 98.23%
August 31, 2022 98.22%
July 31, 2022 98.22%
June 30, 2022 98.22%
May 31, 2022 98.22%
April 30, 2022 98.22%
March 31, 2022 98.22%
February 28, 2022 98.22%
January 31, 2022 94.72%
December 31, 2021 92.69%
November 30, 2021 90.88%
October 31, 2021 89.55%
September 30, 2021 87.73%
August 31, 2021 86.98%
July 31, 2021 85.16%
June 30, 2021 80.02%
May 31, 2021 75.54%
April 30, 2021 75.54%
March 31, 2021 75.54%
February 28, 2021 75.54%
January 31, 2021 75.54%
December 31, 2020 75.54%
November 30, 2020 75.54%
October 31, 2020 74.63%
September 30, 2020 74.55%

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

74.55%
Minimum
Nov 2019
99.99%
Maximum
Oct 2024
90.15%
Average
98.22%
Median
Feb 2022