Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 66.69%
September 30, 2024 66.69%
August 31, 2024 66.69%
July 31, 2024 66.69%
June 30, 2024 66.69%
May 31, 2024 66.69%
April 30, 2024 66.69%
March 31, 2024 66.69%
February 29, 2024 66.69%
January 31, 2024 66.69%
December 31, 2023 66.69%
November 30, 2023 66.69%
October 31, 2023 66.69%
September 30, 2023 63.94%
August 31, 2023 63.94%
July 31, 2023 63.42%
June 30, 2023 62.45%
May 31, 2023 61.86%
April 30, 2023 61.46%
March 31, 2023 61.46%
February 28, 2023 60.95%
January 31, 2023 60.95%
December 31, 2022 60.95%
November 30, 2022 60.95%
October 31, 2022 60.44%
Date Value
September 30, 2022 58.20%
August 31, 2022 55.13%
July 31, 2022 55.13%
June 30, 2022 55.13%
May 31, 2022 55.13%
April 30, 2022 55.13%
March 31, 2022 55.13%
February 28, 2022 55.13%
January 31, 2022 55.72%
December 31, 2021 55.72%
November 30, 2021 59.35%
October 31, 2021 61.79%
September 30, 2021 61.79%
August 31, 2021 61.79%
July 31, 2021 61.79%
June 30, 2021 61.79%
May 31, 2021 61.79%
April 30, 2021 61.79%
March 31, 2021 61.79%
February 28, 2021 61.79%
January 31, 2021 61.79%
December 31, 2020 61.79%
November 30, 2020 61.79%
October 31, 2020 61.79%
September 30, 2020 61.79%

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

55.13%
Minimum
Feb 2022
66.69%
Maximum
Oct 2023
61.79%
Average
61.79%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks