Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 99.91%
November 30, 2023 99.91%
October 31, 2023 99.91%
September 30, 2023 99.91%
August 31, 2023 99.91%
July 31, 2023 99.91%
June 30, 2023 98.18%
May 31, 2023 98.18%
April 30, 2023 97.45%
March 31, 2023 97.45%
February 28, 2023 96.64%
January 31, 2023 96.36%
December 31, 2022 96.09%
November 30, 2022 95.45%
October 31, 2022 95.45%
September 30, 2022 96.50%
Date Value
August 31, 2022 96.50%
July 31, 2022 98.50%
June 30, 2022 99.10%
May 31, 2022 99.10%
April 30, 2022 99.10%
March 31, 2022 99.10%
February 28, 2022 99.10%
January 31, 2022 99.10%
December 31, 2021 99.10%
November 30, 2021 99.15%
October 31, 2021 99.30%
September 30, 2021 99.30%
August 31, 2021 99.30%
July 31, 2021 99.30%
June 30, 2021 99.30%
May 31, 2021 99.30%
April 30, 2021 99.30%
March 31, 2021 99.30%
February 28, 2021 99.30%
January 31, 2021 99.30%
December 31, 2020 99.36%
November 30, 2020 99.36%
October 31, 2020 99.36%
September 30, 2020 99.71%
August 31, 2020 99.71%

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

95.45%
Minimum
Oct 2022
100.00%
Maximum
Jan 2024
99.03%
Average
99.30%
Median
Jan 2021

Max Drawdown (5Y) Benchmarks