Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 77.06%
September 30, 2024 77.06%
August 31, 2024 77.06%
July 31, 2024 77.06%
June 30, 2024 77.06%
May 31, 2024 77.06%
April 30, 2024 77.06%
March 31, 2024 77.06%
February 29, 2024 77.06%
January 31, 2024 77.06%
December 31, 2023 77.06%
November 30, 2023 77.06%
October 31, 2023 77.06%
September 30, 2023 77.06%
August 31, 2023 77.06%
July 31, 2023 77.06%
June 30, 2023 77.06%
May 31, 2023 77.06%
April 30, 2023 77.06%
March 31, 2023 77.06%
February 28, 2023 70.82%
January 31, 2023 70.82%
December 31, 2022 70.82%
November 30, 2022 70.77%
October 31, 2022 70.77%
Date Value
September 30, 2022 70.77%
August 31, 2022 70.77%
July 31, 2022 70.77%
June 30, 2022 70.77%
May 31, 2022 70.77%
April 30, 2022 66.16%
March 31, 2022 66.16%
February 28, 2022 66.16%
January 31, 2022 66.16%
December 31, 2021 66.16%
November 30, 2021 66.16%
October 31, 2021 66.16%
September 30, 2021 66.16%
August 31, 2021 54.89%
July 31, 2021 51.21%
June 30, 2021 51.21%
May 31, 2021 51.21%
April 30, 2021 51.21%
March 31, 2021 51.21%
February 28, 2021 51.21%
January 31, 2021 51.21%
December 31, 2020 51.21%
November 30, 2020 51.21%
October 31, 2020 51.21%
September 30, 2020 51.21%

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

33.46%
Minimum
Nov 2019
77.06%
Maximum
Mar 2023
63.96%
Average
68.47%
Median

Max Drawdown (5Y) Benchmarks