Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 79.55%
September 30, 2024 80.49%
August 31, 2024 80.49%
July 31, 2024 81.58%
June 30, 2024 89.74%
May 31, 2024 92.41%
April 30, 2024 95.01%
March 31, 2024 96.47%
February 29, 2024 96.47%
January 31, 2024 96.47%
December 31, 2023 96.47%
November 30, 2023 96.47%
October 31, 2023 96.47%
September 30, 2023 97.02%
August 31, 2023 97.02%
July 31, 2023 97.02%
June 30, 2023 97.02%
May 31, 2023 97.02%
April 30, 2023 97.02%
March 31, 2023 97.02%
February 28, 2023 97.02%
January 31, 2023 97.02%
December 31, 2022 97.02%
November 30, 2022 97.02%
October 31, 2022 97.02%
Date Value
September 30, 2022 97.02%
August 31, 2022 97.02%
July 31, 2022 97.10%
June 30, 2022 97.10%
May 31, 2022 97.10%
April 30, 2022 97.10%
March 31, 2022 97.10%
February 28, 2022 97.10%
January 31, 2022 97.10%
December 31, 2021 97.10%
November 30, 2021 97.10%
October 31, 2021 97.10%
September 30, 2021 97.10%
August 31, 2021 97.10%
July 31, 2021 97.10%
June 30, 2021 97.10%
May 31, 2021 97.96%
April 30, 2021 97.98%
March 31, 2021 97.98%
February 28, 2021 98.18%
January 31, 2021 98.18%
December 31, 2020 98.18%
November 30, 2020 98.18%
October 31, 2020 98.18%
September 30, 2020 98.18%

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

79.55%
Minimum
Oct 2024
98.18%
Maximum
Nov 2019
96.01%
Average
97.10%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks