Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 97.44%
October 31, 2024 97.44%
September 30, 2024 97.44%
August 31, 2024 97.44%
July 31, 2024 97.44%
June 30, 2024 97.44%
May 31, 2024 97.44%
April 30, 2024 97.44%
March 31, 2024 97.44%
February 29, 2024 97.44%
January 31, 2024 97.44%
December 31, 2023 97.44%
November 30, 2023 97.44%
October 31, 2023 97.44%
September 30, 2023 97.44%
August 31, 2023 97.44%
July 31, 2023 97.44%
June 30, 2023 97.44%
May 31, 2023 97.44%
April 30, 2023 97.44%
March 31, 2023 97.44%
February 28, 2023 97.44%
January 31, 2023 97.44%
December 31, 2022 97.44%
November 30, 2022 97.44%
Date Value
October 31, 2022 97.44%
September 30, 2022 97.44%
August 31, 2022 97.44%
July 31, 2022 97.44%
June 30, 2022 97.44%
May 31, 2022 96.82%
April 30, 2022 96.82%
March 31, 2022 94.37%
February 28, 2022 94.37%
January 31, 2022 94.37%
December 31, 2021 94.37%
November 30, 2021 94.37%
October 31, 2021 94.37%
September 30, 2021 94.37%
August 31, 2021 94.37%
July 31, 2021 94.37%
June 30, 2021 94.37%
May 31, 2021 94.37%
April 30, 2021 94.37%
March 31, 2021 94.37%
February 28, 2021 94.37%
January 31, 2021 94.37%
December 31, 2020 94.37%
November 30, 2020 94.37%
October 31, 2020 94.37%

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

81.38%
Minimum
Dec 2019
97.44%
Maximum
Jun 2022
95.46%
Average
97.13%
Median

Max Drawdown (5Y) Benchmarks