Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 97.58%
August 31, 2024 97.58%
July 31, 2024 97.42%
June 30, 2024 97.42%
May 31, 2024 97.42%
April 30, 2024 97.42%
March 31, 2024 97.42%
February 29, 2024 97.42%
January 31, 2024 97.42%
December 31, 2023 97.21%
November 30, 2023 95.84%
October 31, 2023 95.75%
September 30, 2023 95.75%
August 31, 2023 95.75%
July 31, 2023 95.75%
June 30, 2023 95.75%
May 31, 2023 96.22%
April 30, 2023 97.64%
March 31, 2023 97.64%
February 28, 2023 97.64%
January 31, 2023 97.64%
December 31, 2022 97.64%
November 30, 2022 97.64%
October 31, 2022 97.64%
September 30, 2022 97.64%
Date Value
August 31, 2022 97.64%
July 31, 2022 97.64%
June 30, 2022 97.64%
May 31, 2022 97.64%
April 30, 2022 97.64%
March 31, 2022 97.64%
February 28, 2022 97.64%
January 31, 2022 97.64%
December 31, 2021 97.64%
November 30, 2021 97.64%
October 31, 2021 97.64%
September 30, 2021 97.64%
August 31, 2021 97.64%
July 31, 2021 97.64%
June 30, 2021 97.64%
May 31, 2021 97.64%
April 30, 2021 97.64%
March 31, 2021 97.64%
February 28, 2021 98.25%
January 31, 2021 98.97%
December 31, 2020 99.04%
November 30, 2020 99.04%
October 31, 2020 99.04%
September 30, 2020 99.04%
August 31, 2020 99.04%

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

95.75%
Minimum
Jun 2023
99.86%
Maximum
Nov 2019
97.85%
Average
97.64%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks