Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 20.44%
September 30, 2024 20.44%
August 31, 2024 20.44%
July 31, 2024 20.44%
June 30, 2024 20.44%
May 31, 2024 20.44%
April 30, 2024 20.44%
March 31, 2024 20.44%
February 29, 2024 20.44%
January 31, 2024 20.44%
December 31, 2023 20.44%
November 30, 2023 20.44%
October 31, 2023 20.44%
September 30, 2023 20.44%
August 31, 2023 20.44%
July 31, 2023 20.44%
June 30, 2023 20.44%
May 31, 2023 20.44%
April 30, 2023 20.44%
March 31, 2023 20.44%
February 28, 2023 20.44%
January 31, 2023 20.44%
December 31, 2022 20.44%
November 30, 2022 20.44%
October 31, 2022 20.44%
Date Value
September 30, 2022 18.53%
August 31, 2022 15.63%
July 31, 2022 15.63%
June 30, 2022 15.63%
May 31, 2022 12.68%
April 30, 2022 11.64%
March 31, 2022 8.58%
February 28, 2022 8.51%
January 31, 2022 8.51%
December 31, 2021 8.51%
November 30, 2021 8.51%
October 31, 2021 8.51%
September 30, 2021 8.51%
August 31, 2021 8.51%
July 31, 2021 8.51%
June 30, 2021 8.51%
May 31, 2021 8.51%
April 30, 2021 8.51%
March 31, 2021 8.51%
February 28, 2021 8.51%
January 31, 2021 8.51%
December 31, 2020 8.51%
November 30, 2020 8.51%
October 31, 2020 8.51%
September 30, 2020 8.51%

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

3.31%
Minimum
Nov 2019
20.44%
Maximum
Oct 2022
13.78%
Average
12.16%
Median