Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.10%
September 30, 2024 99.10%
August 31, 2024 99.10%
July 31, 2024 99.10%
June 30, 2024 99.10%
May 31, 2024 99.10%
April 30, 2024 99.10%
March 31, 2024 99.10%
February 29, 2024 99.10%
January 31, 2024 99.10%
December 31, 2023 99.10%
November 30, 2023 99.10%
October 31, 2023 99.10%
September 30, 2023 99.10%
August 31, 2023 99.10%
July 31, 2023 99.10%
June 30, 2023 99.10%
May 31, 2023 99.10%
April 30, 2023 99.10%
March 31, 2023 99.10%
February 28, 2023 99.10%
January 31, 2023 99.10%
December 31, 2022 99.10%
November 30, 2022 99.10%
October 31, 2022 98.88%
Date Value
September 30, 2022 98.57%
August 31, 2022 98.32%
July 31, 2022 98.32%
June 30, 2022 98.32%
May 31, 2022 98.26%
April 30, 2022 97.36%
March 31, 2022 96.77%
February 28, 2022 95.52%
January 31, 2022 94.66%
December 31, 2021 94.21%
November 30, 2021 94.21%
October 31, 2021 94.21%
September 30, 2021 94.21%
August 31, 2021 94.21%
July 31, 2021 94.21%
June 30, 2021 94.21%
May 31, 2021 94.21%
April 30, 2021 94.01%
March 31, 2021 94.01%
February 28, 2021 91.80%
January 31, 2021 76.77%
December 31, 2020 76.77%
November 30, 2020 76.77%
October 31, 2020 76.77%
September 30, 2020 76.77%

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

73.91%
Minimum
Nov 2019
99.10%
Maximum
Nov 2022
92.12%
Average
97.81%
Median