Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 26.00%
September 30, 2024 26.00%
August 31, 2024 26.00%
July 31, 2024 26.00%
June 30, 2024 30.45%
May 31, 2024 30.45%
April 30, 2024 30.45%
March 31, 2024 56.35%
February 29, 2024 56.35%
January 31, 2024 56.35%
December 31, 2023 57.39%
November 30, 2023 57.39%
October 31, 2023 57.39%
September 30, 2023 57.39%
August 31, 2023 57.39%
July 31, 2023 57.39%
June 30, 2023 57.39%
May 31, 2023 57.39%
April 30, 2023 57.39%
March 31, 2023 57.39%
February 28, 2023 57.39%
January 31, 2023 57.39%
December 31, 2022 57.39%
November 30, 2022 57.39%
October 31, 2022 57.39%
Date Value
September 30, 2022 57.39%
August 31, 2022 57.39%
July 31, 2022 57.39%
June 30, 2022 57.39%
May 31, 2022 57.39%
April 30, 2022 57.39%
March 31, 2022 57.39%
February 28, 2022 57.39%
January 31, 2022 57.39%
December 31, 2021 57.39%
November 30, 2021 57.39%
October 31, 2021 57.39%
September 30, 2021 57.39%
August 31, 2021 57.39%
July 31, 2021 57.39%
June 30, 2021 57.39%
May 31, 2021 57.39%
April 30, 2021 57.39%
March 31, 2021 57.39%
February 28, 2021 57.39%
January 31, 2021 57.39%
December 31, 2020 57.39%
November 30, 2020 57.39%
October 31, 2020 57.39%
September 30, 2020 57.39%

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

26.00%
Minimum
Jul 2024
57.39%
Maximum
Nov 2019
53.90%
Average
57.39%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks