Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.22%
September 30, 2024 98.22%
August 31, 2024 98.22%
July 31, 2024 98.04%
June 30, 2024 98.04%
May 31, 2024 97.59%
April 30, 2024 93.17%
March 31, 2024 89.51%
February 29, 2024 89.43%
January 31, 2024 89.43%
December 31, 2023 89.43%
November 30, 2023 89.43%
October 31, 2023 89.43%
September 30, 2023 89.43%
August 31, 2023 89.43%
July 31, 2023 89.43%
June 30, 2023 89.43%
May 31, 2023 89.43%
April 30, 2023 89.43%
March 31, 2023 89.43%
February 28, 2023 89.43%
January 31, 2023 89.43%
December 31, 2022 89.43%
November 30, 2022 89.43%
October 31, 2022 89.43%
Date Value
September 30, 2022 88.20%
August 31, 2022 85.02%
July 31, 2022 82.02%
June 30, 2022 81.09%
May 31, 2022 80.48%
April 30, 2022 78.96%
March 31, 2022 77.59%
February 28, 2022 73.29%
January 31, 2022 55.82%
December 31, 2021 49.53%
November 30, 2021 49.53%
October 31, 2021 49.53%
September 30, 2021 49.53%
August 31, 2021 49.53%
July 31, 2021 49.53%
June 30, 2021 49.53%
May 31, 2021 49.53%
April 30, 2021 49.53%
March 31, 2021 49.53%
February 28, 2021 49.53%
January 31, 2021 49.53%
December 31, 2020 49.53%
November 30, 2020 49.53%
October 31, 2020 49.53%
September 30, 2020 49.53%

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

45.69%
Minimum
Nov 2019
98.22%
Maximum
Aug 2024
71.10%
Average
79.72%
Median

Max Drawdown (5Y) Benchmarks