Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.72%
September 30, 2024 97.72%
August 31, 2024 97.72%
July 31, 2024 96.95%
June 30, 2024 96.95%
May 31, 2024 96.36%
April 30, 2024 94.88%
March 31, 2024 94.68%
February 29, 2024 94.68%
January 31, 2024 94.68%
December 31, 2023 94.68%
November 30, 2023 94.68%
October 31, 2023 94.68%
September 30, 2023 94.68%
August 31, 2023 94.68%
July 31, 2023 94.68%
June 30, 2023 94.68%
May 31, 2023 94.68%
April 30, 2023 94.68%
March 31, 2023 94.68%
February 28, 2023 94.68%
January 31, 2023 94.68%
December 31, 2022 94.68%
November 30, 2022 94.08%
October 31, 2022 94.08%
Date Value
September 30, 2022 93.03%
August 31, 2022 90.59%
July 31, 2022 90.37%
June 30, 2022 89.91%
May 31, 2022 87.94%
April 30, 2022 84.51%
March 31, 2022 84.51%
February 28, 2022 84.51%
January 31, 2022 84.51%
December 31, 2021 83.00%
November 30, 2021 83.00%
October 31, 2021 83.00%
September 30, 2021 83.00%
August 31, 2021 83.00%
July 31, 2021 83.00%
June 30, 2021 83.00%
May 31, 2021 83.00%
April 30, 2021 83.00%
March 31, 2021 83.00%
February 28, 2021 83.00%
January 31, 2021 83.00%
December 31, 2020 83.00%
November 30, 2020 83.00%
October 31, 2020 83.00%
September 30, 2020 83.00%

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

71.42%
Minimum
Nov 2019
97.72%
Maximum
Aug 2024
88.18%
Average
86.22%
Median

Max Drawdown (5Y) Benchmarks