Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 85.12%
September 30, 2024 85.12%
August 31, 2024 85.12%
July 31, 2024 85.12%
June 30, 2024 85.12%
May 31, 2024 85.12%
April 30, 2024 85.12%
March 31, 2024 85.12%
February 29, 2024 85.12%
January 31, 2024 85.12%
December 31, 2023 85.12%
November 30, 2023 85.12%
October 31, 2023 85.12%
September 30, 2023 85.12%
August 31, 2023 85.12%
July 31, 2023 85.12%
June 30, 2023 85.12%
May 31, 2023 85.12%
April 30, 2023 85.12%
March 31, 2023 85.12%
February 28, 2023 85.12%
January 31, 2023 85.12%
December 31, 2022 85.12%
November 30, 2022 85.12%
October 31, 2022 85.12%
Date Value
September 30, 2022 85.12%
August 31, 2022 83.50%
July 31, 2022 81.14%
June 30, 2022 77.67%
May 31, 2022 73.93%
April 30, 2022 77.18%
March 31, 2022 77.18%
February 28, 2022 78.57%
January 31, 2022 78.57%
December 31, 2021 78.57%
November 30, 2021 80.67%
October 31, 2021 82.20%
September 30, 2021 85.23%
August 31, 2021 85.23%
July 31, 2021 85.23%
June 30, 2021 85.23%
May 31, 2021 85.23%
April 30, 2021 85.56%
March 31, 2021 90.12%
February 28, 2021 90.80%
January 31, 2021 93.35%
December 31, 2020 94.76%
November 30, 2020 94.76%
October 31, 2020 94.76%
September 30, 2020 94.76%

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

73.93%
Minimum
May 2022
94.76%
Maximum
Nov 2019
86.58%
Average
85.12%
Median
Sep 2022

Max Drawdown (5Y) Benchmarks