Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.17%
September 30, 2024 64.52%
August 31, 2024 64.52%
July 31, 2024 64.52%
June 30, 2024 64.52%
May 31, 2024 64.52%
April 30, 2024 64.52%
March 31, 2024 64.52%
February 29, 2024 66.27%
January 31, 2024 66.27%
December 31, 2023 66.27%
November 30, 2023 66.27%
October 31, 2023 66.27%
September 30, 2023 66.27%
August 31, 2023 66.27%
July 31, 2023 66.27%
June 30, 2023 66.27%
May 31, 2023 66.27%
April 30, 2023 66.27%
March 31, 2023 66.27%
February 28, 2023 66.27%
January 31, 2023 66.33%
December 31, 2022 66.33%
November 30, 2022 72.03%
October 31, 2022 72.03%
Date Value
September 30, 2022 72.03%
August 31, 2022 72.03%
July 31, 2022 72.03%
June 30, 2022 72.03%
May 31, 2022 72.03%
April 30, 2022 72.03%
March 31, 2022 72.03%
February 28, 2022 72.03%
January 31, 2022 72.03%
December 31, 2021 72.03%
November 30, 2021 72.03%
October 31, 2021 72.03%
September 30, 2021 72.03%
August 31, 2021 72.03%
July 31, 2021 72.03%
June 30, 2021 72.03%
May 31, 2021 72.03%
April 30, 2021 72.03%
March 31, 2021 72.03%
February 28, 2021 72.03%
January 31, 2021 72.03%
December 31, 2020 72.03%
November 30, 2020 72.03%
October 31, 2020 72.03%
September 30, 2020 76.73%

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

57.17%
Minimum
Oct 2024
79.68%
Maximum
Nov 2019
70.82%
Average
72.03%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks