Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.61%
September 30, 2024 99.61%
August 31, 2024 99.61%
July 31, 2024 99.61%
June 30, 2024 99.61%
May 31, 2024 99.61%
April 30, 2024 99.61%
March 31, 2024 99.61%
February 29, 2024 99.61%
January 31, 2024 99.61%
December 31, 2023 99.61%
November 30, 2023 99.13%
October 31, 2023 99.28%
September 30, 2023 99.46%
August 31, 2023 99.46%
July 31, 2023 99.61%
June 30, 2023 99.81%
May 31, 2023 99.85%
April 30, 2023 99.86%
March 31, 2023 99.87%
February 28, 2023 99.87%
January 31, 2023 99.87%
December 31, 2022 99.87%
November 30, 2022 99.88%
October 31, 2022 99.91%
Date Value
September 30, 2022 99.91%
August 31, 2022 99.91%
July 31, 2022 99.92%
June 30, 2022 99.92%
May 31, 2022 99.92%
April 30, 2022 99.92%
March 31, 2022 99.92%
February 28, 2022 99.92%
January 31, 2022 99.92%
December 31, 2021 99.92%
November 30, 2021 99.92%
October 31, 2021 99.92%
September 30, 2021 99.92%
August 31, 2021 99.92%
July 31, 2021 99.92%
June 30, 2021 99.92%
May 31, 2021 99.93%
April 30, 2021 99.94%
March 31, 2021 99.95%
February 28, 2021 99.97%
January 31, 2021 99.97%
December 31, 2020 99.97%
November 30, 2020 99.97%
October 31, 2020 99.97%
September 30, 2020 99.97%

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

99.13%
Minimum
Nov 2023
99.97%
Maximum
Nov 2019
99.82%
Average
99.92%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks