Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.89%
September 30, 2024 98.89%
August 31, 2024 98.89%
July 31, 2024 98.89%
June 30, 2024 98.89%
May 31, 2024 98.89%
April 30, 2024 98.89%
March 31, 2024 98.89%
February 29, 2024 98.89%
January 31, 2024 98.89%
December 31, 2023 98.89%
November 30, 2023 98.89%
October 31, 2023 98.63%
September 30, 2023 98.19%
August 31, 2023 98.19%
July 31, 2023 98.19%
June 30, 2023 98.19%
May 31, 2023 98.15%
April 30, 2023 98.15%
March 31, 2023 98.15%
February 28, 2023 98.15%
January 31, 2023 98.15%
December 31, 2022 98.15%
November 30, 2022 98.15%
October 31, 2022 98.15%
Date Value
September 30, 2022 98.15%
August 31, 2022 98.15%
July 31, 2022 98.15%
June 30, 2022 98.15%
May 31, 2022 98.15%
April 30, 2022 98.15%
March 31, 2022 98.15%
February 28, 2022 98.15%
January 31, 2022 97.60%
December 31, 2021 96.12%
November 30, 2021 95.69%
October 31, 2021 91.09%
September 30, 2021 90.58%
August 31, 2021 90.08%
July 31, 2021 86.35%
June 30, 2021 80.78%
May 31, 2021 78.07%
April 30, 2021 78.07%
March 31, 2021 77.88%
February 28, 2021 57.59%
January 31, 2021 57.59%
December 31, 2020 56.83%
November 30, 2020 56.32%
October 31, 2020 56.32%
September 30, 2020 44.18%

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

1.13%
Minimum
Nov 2019
98.89%
Maximum
Nov 2023
77.87%
Average
98.15%
Median
Feb 2022

Max Drawdown (5Y) Benchmarks