Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.75%
September 30, 2024 96.75%
August 31, 2024 96.75%
July 31, 2024 96.75%
June 30, 2024 96.75%
May 31, 2024 96.75%
April 30, 2024 96.75%
March 31, 2024 96.75%
February 29, 2024 96.75%
January 31, 2024 96.75%
December 31, 2023 96.75%
November 30, 2023 96.75%
October 31, 2023 96.75%
September 30, 2023 94.51%
August 31, 2023 94.10%
July 31, 2023 92.70%
June 30, 2023 92.70%
May 31, 2023 91.77%
April 30, 2023 91.77%
March 31, 2023 89.05%
February 28, 2023 89.05%
January 31, 2023 89.05%
December 31, 2022 89.05%
November 30, 2022 89.05%
October 31, 2022 89.05%
Date Value
September 30, 2022 89.05%
August 31, 2022 89.05%
July 31, 2022 89.05%
June 30, 2022 89.05%
May 31, 2022 89.05%
April 30, 2022 88.93%
March 31, 2022 88.93%
February 28, 2022 87.38%
January 31, 2022 86.10%
December 31, 2021 77.24%
November 30, 2021 61.30%
October 31, 2021 61.30%
September 30, 2021 57.27%
August 31, 2021 57.27%
July 31, 2021 57.27%
June 30, 2021 57.27%
May 31, 2021 57.27%
April 30, 2021 57.27%
March 31, 2021 57.27%
February 28, 2021 57.27%
January 31, 2021 57.27%
December 31, 2020 57.27%
November 30, 2020 57.27%
October 31, 2020 57.27%
September 30, 2020 57.27%

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

29.01%
Minimum
Nov 2019
96.75%
Maximum
Oct 2023
76.05%
Average
88.99%
Median

Max Drawdown (5Y) Benchmarks