Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 44.32%
September 30, 2024 44.32%
August 31, 2024 44.32%
July 31, 2024 44.32%
June 30, 2024 44.32%
May 31, 2024 44.32%
April 30, 2024 44.32%
March 31, 2024 44.32%
February 29, 2024 44.32%
January 31, 2024 44.32%
December 31, 2023 44.32%
November 30, 2023 44.32%
October 31, 2023 44.32%
September 30, 2023 44.32%
August 31, 2023 44.32%
July 31, 2023 44.32%
June 30, 2023 44.32%
May 31, 2023 44.32%
April 30, 2023 44.32%
March 31, 2023 44.32%
February 28, 2023 44.32%
January 31, 2023 44.32%
December 31, 2022 44.32%
November 30, 2022 44.32%
October 31, 2022 44.32%
Date Value
September 30, 2022 44.32%
August 31, 2022 44.32%
July 31, 2022 44.32%
June 30, 2022 44.32%
May 31, 2022 44.32%
April 30, 2022 36.99%
March 31, 2022 36.03%
February 28, 2022 34.48%
January 31, 2022 34.48%
December 31, 2021 32.25%
November 30, 2021 32.25%
October 31, 2021 32.25%
September 30, 2021 32.25%
August 31, 2021 32.25%
July 31, 2021 32.25%
June 30, 2021 32.25%
May 31, 2021 32.25%
April 30, 2021 32.25%
March 31, 2021 32.88%
February 28, 2021 35.18%
January 31, 2021 35.18%
December 31, 2020 37.93%
November 30, 2020 40.50%
October 31, 2020 40.50%
September 30, 2020 40.50%

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

32.25%
Minimum
Apr 2021
44.32%
Maximum
May 2022
40.49%
Average
42.41%
Median