Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.47%
September 30, 2024 99.47%
August 31, 2024 99.47%
July 31, 2024 99.47%
June 30, 2024 99.47%
May 31, 2024 99.47%
April 30, 2024 99.47%
March 31, 2024 99.47%
February 29, 2024 99.37%
January 31, 2024 99.34%
December 31, 2023 99.34%
November 30, 2023 99.34%
October 31, 2023 99.34%
September 30, 2023 99.34%
August 31, 2023 99.34%
July 31, 2023 99.34%
June 30, 2023 99.32%
May 31, 2023 98.53%
April 30, 2023 97.77%
March 31, 2023 96.92%
February 28, 2023 96.33%
January 31, 2023 96.33%
December 31, 2022 96.33%
November 30, 2022 96.06%
October 31, 2022 96.06%
Date Value
September 30, 2022 96.06%
August 31, 2022 96.06%
July 31, 2022 96.06%
June 30, 2022 94.99%
May 31, 2022 91.63%
April 30, 2022 90.81%
March 31, 2022 89.98%
February 28, 2022 87.96%
January 31, 2022 87.96%
December 31, 2021 84.65%
November 30, 2021 82.90%
October 31, 2021 82.90%
September 30, 2021 82.90%
August 31, 2021 82.90%
July 31, 2021 82.90%
June 30, 2021 82.90%
May 31, 2021 82.90%
April 30, 2021 82.90%
March 31, 2021 82.90%
February 28, 2021 82.90%
January 31, 2021 82.90%
December 31, 2020 82.90%
November 30, 2020 82.90%
October 31, 2020 82.90%
September 30, 2020 82.90%

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

75.00%
Minimum
Nov 2019
99.47%
Maximum
Mar 2024
90.35%
Average
91.22%
Median