Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 85.34%
August 31, 2024 85.34%
July 31, 2024 85.34%
June 30, 2024 85.34%
May 31, 2024 85.34%
April 30, 2024 85.34%
March 31, 2024 85.34%
February 29, 2024 85.34%
January 31, 2024 85.34%
December 31, 2023 85.34%
November 30, 2023 85.34%
October 31, 2023 85.34%
September 30, 2023 85.34%
August 31, 2023 85.34%
July 31, 2023 85.34%
June 30, 2023 85.34%
May 31, 2023 85.34%
April 30, 2023 85.34%
March 31, 2023 85.34%
February 28, 2023 85.34%
January 31, 2023 85.34%
December 31, 2022 85.34%
November 30, 2022 85.34%
October 31, 2022 85.34%
September 30, 2022 85.34%
Date Value
August 31, 2022 79.70%
July 31, 2022 78.95%
June 30, 2022 78.95%
May 31, 2022 78.95%
April 30, 2022 78.95%
March 31, 2022 78.95%
February 28, 2022 77.44%
January 31, 2022 76.67%
December 31, 2021 76.67%
November 30, 2021 76.67%
October 31, 2021 76.67%
September 30, 2021 76.67%
August 31, 2021 76.67%
July 31, 2021 76.67%
June 30, 2021 76.67%
May 31, 2021 76.67%
April 30, 2021 76.67%
March 31, 2021 76.67%
February 28, 2021 76.67%
January 31, 2021 76.67%
December 31, 2020 76.67%
November 30, 2020 76.67%
October 31, 2020 76.67%
September 30, 2020 76.67%
August 31, 2020 76.67%

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

76.67%
Minimum
Nov 2019
85.34%
Maximum
Sep 2022
80.60%
Average
78.95%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks