Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 89.53%
October 31, 2024 89.53%
September 30, 2024 89.53%
August 31, 2024 89.53%
July 31, 2024 89.53%
June 30, 2024 89.53%
May 31, 2024 89.53%
April 30, 2024 89.53%
March 31, 2024 89.53%
February 29, 2024 89.53%
January 31, 2024 89.53%
December 31, 2023 89.53%
November 30, 2023 89.53%
October 31, 2023 89.53%
September 30, 2023 89.53%
August 31, 2023 89.53%
July 31, 2023 89.53%
June 30, 2023 89.53%
May 31, 2023 89.53%
April 30, 2023 89.53%
March 31, 2023 89.53%
February 28, 2023 89.53%
January 31, 2023 89.53%
December 31, 2022 89.53%
November 30, 2022 89.53%
Date Value
October 31, 2022 89.53%
September 30, 2022 89.53%
August 31, 2022 89.53%
July 31, 2022 89.53%
June 30, 2022 89.53%
May 31, 2022 89.53%
April 30, 2022 89.53%
March 31, 2022 89.53%
February 28, 2022 88.09%
January 31, 2022 84.33%
December 31, 2021 77.74%
November 30, 2021 74.61%
October 31, 2021 62.13%
September 30, 2021 57.93%
August 31, 2021 48.84%
July 31, 2021 51.62%
June 30, 2021 55.75%
May 31, 2021 61.08%
April 30, 2021 61.08%
March 31, 2021 62.43%
February 28, 2021 69.65%
January 31, 2021 69.65%
December 31, 2020 69.65%
November 30, 2020 71.30%
October 31, 2020 77.61%

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

48.84%
Minimum
Aug 2021
89.53%
Maximum
Mar 2022
81.37%
Average
89.53%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks