Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 99.97%
August 31, 2024 99.97%
July 31, 2024 99.97%
June 30, 2024 99.97%
May 31, 2024 99.97%
April 30, 2024 99.97%
March 31, 2024 99.94%
February 29, 2024 99.94%
January 31, 2024 99.80%
December 31, 2023 99.80%
November 30, 2023 99.80%
October 31, 2023 99.80%
September 30, 2023 99.80%
August 31, 2023 99.80%
July 31, 2023 99.80%
June 30, 2023 99.76%
May 31, 2023 99.75%
April 30, 2023 99.68%
March 31, 2023 99.68%
February 28, 2023 99.68%
January 31, 2023 99.68%
December 31, 2022 99.68%
November 30, 2022 99.43%
October 31, 2022 99.43%
Date Value
September 30, 2022 99.43%
August 31, 2022 99.20%
July 31, 2022 99.20%
June 30, 2022 99.20%
May 31, 2022 98.94%
April 30, 2022 98.93%
March 31, 2022 98.93%
February 28, 2022 98.93%
January 31, 2022 98.93%
December 31, 2021 98.93%
November 30, 2021 98.59%
October 31, 2021 98.11%
September 30, 2021 98.03%
August 31, 2021 97.65%
July 31, 2021 97.65%
June 30, 2021 97.65%
May 31, 2021 97.65%
April 30, 2021 97.65%
March 31, 2021 97.65%
February 28, 2021 97.65%
January 31, 2021 97.65%
December 31, 2020 97.65%
November 30, 2020 97.65%
October 31, 2020 97.61%
September 30, 2020 97.45%

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

92.79%
Minimum
Nov 2019
100.00%
Maximum
Oct 2024
98.50%
Average
98.93%
Median