Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.05%
September 30, 2024 94.05%
August 31, 2024 94.05%
July 31, 2024 94.05%
June 30, 2024 94.05%
May 31, 2024 94.05%
April 30, 2024 94.05%
March 31, 2024 93.66%
February 29, 2024 93.66%
January 31, 2024 93.66%
December 31, 2023 93.66%
November 30, 2023 93.66%
October 31, 2023 93.47%
September 30, 2023 92.74%
August 31, 2023 92.28%
July 31, 2023 92.28%
June 30, 2023 92.20%
May 31, 2023 91.89%
April 30, 2023 91.81%
March 31, 2023 91.81%
February 28, 2023 91.81%
January 31, 2023 91.81%
December 31, 2022 91.81%
November 30, 2022 91.81%
October 31, 2022 91.81%
Date Value
September 30, 2022 90.74%
August 31, 2022 90.59%
July 31, 2022 90.59%
June 30, 2022 90.59%
May 31, 2022 90.59%
April 30, 2022 84.06%
March 31, 2022 81.94%
February 28, 2022 79.69%
January 31, 2022 78.41%
December 31, 2021 65.58%
November 30, 2021 56.17%
October 31, 2021 55.69%
September 30, 2021 55.69%
August 31, 2021 55.69%
July 31, 2021 55.69%
June 30, 2021 55.69%
May 31, 2021 55.69%
April 30, 2021 55.69%
March 31, 2021 55.69%
February 28, 2021 55.69%
January 31, 2021 55.69%
December 31, 2020 55.69%
November 30, 2020 55.69%
October 31, 2020 55.69%
September 30, 2020 55.69%

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

55.69%
Minimum
Nov 2019
94.05%
Maximum
Apr 2024
75.99%
Average
87.33%
Median

Max Drawdown (5Y) Benchmarks