Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.53%
September 30, 2024 61.53%
August 31, 2024 61.53%
July 31, 2024 61.53%
June 30, 2024 61.53%
May 31, 2024 66.36%
April 30, 2024 82.38%
March 31, 2024 84.71%
February 29, 2024 84.71%
January 31, 2024 85.29%
December 31, 2023 85.29%
November 30, 2023 86.03%
October 31, 2023 86.03%
September 30, 2023 86.03%
August 31, 2023 86.03%
July 31, 2023 86.03%
June 30, 2023 86.03%
May 31, 2023 86.03%
April 30, 2023 86.03%
March 31, 2023 86.03%
February 28, 2023 86.03%
January 31, 2023 86.03%
December 31, 2022 86.03%
November 30, 2022 86.03%
October 31, 2022 86.03%
Date Value
September 30, 2022 87.09%
August 31, 2022 87.09%
July 31, 2022 87.09%
June 30, 2022 87.09%
May 31, 2022 87.09%
April 30, 2022 87.09%
March 31, 2022 87.09%
February 28, 2022 87.09%
January 31, 2022 87.09%
December 31, 2021 87.09%
November 30, 2021 87.72%
October 31, 2021 89.21%
September 30, 2021 91.13%
August 31, 2021 91.13%
July 31, 2021 91.13%
June 30, 2021 93.67%
May 31, 2021 94.68%
April 30, 2021 94.98%
March 31, 2021 95.33%
February 28, 2021 95.33%
January 31, 2021 96.08%
December 31, 2020 97.19%
November 30, 2020 97.19%
October 31, 2020 97.19%
September 30, 2020 97.19%

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

61.53%
Minimum
Jun 2024
97.32%
Maximum
Nov 2019
87.57%
Average
87.09%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks