Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 71.06%
September 30, 2024 71.06%
August 31, 2024 71.06%
July 31, 2024 71.06%
June 30, 2024 71.06%
May 31, 2024 71.06%
April 30, 2024 71.06%
March 31, 2024 71.06%
February 29, 2024 71.06%
January 31, 2024 71.06%
December 31, 2023 71.06%
November 30, 2023 71.06%
October 31, 2023 71.06%
September 30, 2023 71.06%
August 31, 2023 71.06%
July 31, 2023 71.06%
June 30, 2023 71.06%
May 31, 2023 71.06%
April 30, 2023 71.06%
March 31, 2023 71.06%
February 28, 2023 71.06%
January 31, 2023 71.06%
December 31, 2022 71.06%
November 30, 2022 72.32%
October 31, 2022 72.56%
Date Value
September 30, 2022 75.71%
August 31, 2022 77.56%
July 31, 2022 81.01%
June 30, 2022 81.01%
May 31, 2022 81.01%
April 30, 2022 82.65%
March 31, 2022 83.10%
February 28, 2022 83.10%
January 31, 2022 83.10%
December 31, 2021 83.10%
November 30, 2021 83.10%
October 31, 2021 83.10%
September 30, 2021 85.36%
August 31, 2021 85.36%
July 31, 2021 85.36%
June 30, 2021 85.36%
May 31, 2021 85.36%
April 30, 2021 85.36%
March 31, 2021 85.36%
February 28, 2021 85.36%
January 31, 2021 85.36%
December 31, 2020 85.36%
November 30, 2020 87.14%
October 31, 2020 93.01%
September 30, 2020 95.66%

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

71.06%
Minimum
Dec 2022
96.50%
Maximum
Nov 2019
80.85%
Average
81.83%
Median

Max Drawdown (5Y) Benchmarks