Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 51.51%
September 30, 2024 51.51%
August 31, 2024 51.51%
July 31, 2024 51.51%
June 30, 2024 51.51%
May 31, 2024 51.51%
April 30, 2024 51.51%
March 31, 2024 51.51%
February 29, 2024 51.51%
January 31, 2024 51.51%
December 31, 2023 51.51%
November 30, 2023 51.51%
October 31, 2023 51.51%
September 30, 2023 46.05%
August 31, 2023 38.97%
July 31, 2023 38.97%
June 30, 2023 38.97%
May 31, 2023 38.97%
April 30, 2023 38.97%
March 31, 2023 38.97%
February 28, 2023 38.97%
January 31, 2023 38.97%
December 31, 2022 38.97%
November 30, 2022 38.97%
October 31, 2022 38.97%
Date Value
September 30, 2022 38.97%
August 31, 2022 38.97%
July 31, 2022 38.97%
June 30, 2022 38.97%
May 31, 2022 38.97%
April 30, 2022 38.97%
March 31, 2022 38.97%
February 28, 2022 38.97%
January 31, 2022 38.97%
December 31, 2021 38.97%
November 30, 2021 38.97%
October 31, 2021 38.97%
September 30, 2021 40.64%
August 31, 2021 42.11%
July 31, 2021 42.11%
June 30, 2021 42.11%
May 31, 2021 42.11%
April 30, 2021 42.11%
March 31, 2021 43.75%
February 28, 2021 45.03%
January 31, 2021 47.44%
December 31, 2020 49.78%
November 30, 2020 60.95%
October 31, 2020 60.95%
September 30, 2020 60.95%

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

38.97%
Minimum
Oct 2021
60.95%
Maximum
Nov 2019
47.36%
Average
44.39%
Median

Max Drawdown (5Y) Benchmarks