Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.67%
September 30, 2024 97.67%
August 31, 2024 97.67%
July 31, 2024 97.67%
June 30, 2024 97.67%
May 31, 2024 97.67%
April 30, 2024 97.67%
March 31, 2024 97.67%
February 29, 2024 97.67%
January 31, 2024 97.67%
December 31, 2023 97.67%
November 30, 2023 97.67%
October 31, 2023 97.67%
September 30, 2023 97.67%
August 31, 2023 97.67%
July 31, 2023 97.67%
June 30, 2023 97.67%
May 31, 2023 97.67%
April 30, 2023 97.67%
March 31, 2023 97.67%
February 28, 2023 97.67%
January 31, 2023 97.67%
December 31, 2022 97.67%
November 30, 2022 97.67%
October 31, 2022 97.67%
Date Value
September 30, 2022 97.67%
August 31, 2022 97.67%
July 31, 2022 97.67%
June 30, 2022 97.67%
May 31, 2022 97.67%
April 30, 2022 97.53%
March 31, 2022 97.53%
February 28, 2022 97.37%
January 31, 2022 97.20%
December 31, 2021 97.20%
November 30, 2021 97.20%
October 31, 2021 97.20%
September 30, 2021 97.20%
August 31, 2021 97.20%
July 31, 2021 97.20%
June 30, 2021 97.20%
May 31, 2021 97.20%
April 30, 2021 97.20%
March 31, 2021 97.20%
February 28, 2021 97.20%
January 31, 2021 97.20%
December 31, 2020 97.20%
November 30, 2020 97.20%
October 31, 2020 97.20%
September 30, 2020 96.80%

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

88.35%
Minimum
Nov 2019
97.67%
Maximum
May 2022
96.67%
Average
97.60%
Median

Max Drawdown (5Y) Benchmarks