Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 63.14%
September 30, 2024 63.14%
August 31, 2024 63.14%
July 31, 2024 63.14%
June 30, 2024 63.14%
May 31, 2024 63.14%
April 30, 2024 63.14%
March 31, 2024 63.14%
February 29, 2024 63.14%
January 31, 2024 63.14%
December 31, 2023 63.14%
November 30, 2023 63.14%
October 31, 2023 63.14%
September 30, 2023 63.14%
August 31, 2023 67.65%
July 31, 2023 75.82%
June 30, 2023 75.82%
May 31, 2023 75.82%
April 30, 2023 75.82%
March 31, 2023 75.82%
February 28, 2023 75.82%
January 31, 2023 75.82%
December 31, 2022 75.82%
November 30, 2022 76.04%
October 31, 2022 76.04%
Date Value
September 30, 2022 76.04%
August 31, 2022 76.04%
July 31, 2022 76.04%
June 30, 2022 76.04%
May 31, 2022 76.04%
April 30, 2022 76.04%
March 31, 2022 76.04%
February 28, 2022 76.04%
January 31, 2022 76.04%
December 31, 2021 76.04%
November 30, 2021 77.49%
October 31, 2021 77.80%
September 30, 2021 78.21%
August 31, 2021 78.21%
July 31, 2021 78.21%
June 30, 2021 78.21%
May 31, 2021 78.21%
April 30, 2021 78.21%
March 31, 2021 78.21%
February 28, 2021 78.50%
January 31, 2021 78.69%
December 31, 2020 79.12%
November 30, 2020 79.70%
October 31, 2020 80.31%
September 30, 2020 80.59%

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

63.14%
Minimum
Sep 2023
80.59%
Maximum
Nov 2019
74.27%
Average
76.04%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks