Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.80%
September 30, 2024 96.26%
August 31, 2024 95.94%
July 31, 2024 94.99%
June 30, 2024 94.84%
May 31, 2024 94.44%
April 30, 2024 94.25%
March 31, 2024 93.10%
February 29, 2024 93.10%
January 31, 2024 93.10%
December 31, 2023 93.10%
November 30, 2023 93.10%
October 31, 2023 93.10%
September 30, 2023 92.98%
August 31, 2023 92.98%
July 31, 2023 92.98%
June 30, 2023 92.98%
May 31, 2023 92.98%
April 30, 2023 92.98%
March 31, 2023 92.24%
February 28, 2023 91.38%
January 31, 2023 91.38%
December 31, 2022 90.81%
November 30, 2022 89.10%
October 31, 2022 88.97%
Date Value
September 30, 2022 88.97%
August 31, 2022 88.97%
July 31, 2022 88.97%
June 30, 2022 88.97%
May 31, 2022 88.97%
April 30, 2022 85.38%
March 31, 2022 84.46%
February 28, 2022 84.09%
January 31, 2022 80.77%
December 31, 2021 70.69%
November 30, 2021 67.51%
October 31, 2021 67.51%
September 30, 2021 67.51%
August 31, 2021 70.36%
July 31, 2021 70.36%
June 30, 2021 70.36%
May 31, 2021 70.36%
April 30, 2021 70.36%
March 31, 2021 70.36%
February 28, 2021 70.36%
January 31, 2021 70.36%
December 31, 2020 70.36%
November 30, 2020 70.36%
October 31, 2020 70.36%
September 30, 2020 70.36%

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

67.51%
Minimum
Sep 2021
96.80%
Maximum
Oct 2024
82.14%
Average
87.18%
Median