Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 80.66%
September 30, 2024 76.38%
August 31, 2024 75.99%
July 31, 2024 73.01%
June 30, 2024 71.33%
May 31, 2024 71.33%
April 30, 2024 71.33%
March 31, 2024 71.33%
February 29, 2024 71.33%
January 31, 2024 71.33%
December 31, 2023 71.33%
November 30, 2023 71.33%
October 31, 2023 65.84%
September 30, 2023 61.70%
August 31, 2023 59.13%
July 31, 2023 52.61%
June 30, 2023 51.77%
May 31, 2023 49.72%
April 30, 2023 48.57%
March 31, 2023 48.57%
February 28, 2023 48.57%
January 31, 2023 48.57%
December 31, 2022 48.57%
November 30, 2022 48.57%
October 31, 2022 46.72%
Date Value
September 30, 2022 41.55%
August 31, 2022 38.26%
July 31, 2022 38.26%
June 30, 2022 38.26%
May 31, 2022 38.26%
April 30, 2022 34.16%
March 31, 2022 34.16%
February 28, 2022 34.16%
January 31, 2022 34.16%
December 31, 2021 34.16%
November 30, 2021 34.16%
October 31, 2021 34.16%
September 30, 2021 34.16%
August 31, 2021 34.16%
July 31, 2021 34.16%
June 30, 2021 34.16%
May 31, 2021 34.16%
April 30, 2021 34.16%
March 31, 2021 34.16%
February 28, 2021 34.16%
January 31, 2021 34.16%
December 31, 2020 34.16%
November 30, 2020 34.16%
October 31, 2020 34.16%
September 30, 2020 34.16%

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

22.06%
Minimum
Nov 2019
80.66%
Maximum
Oct 2024
45.44%
Average
36.21%
Median

Max Drawdown (5Y) Benchmarks