Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 79.94%
September 30, 2024 79.94%
August 31, 2024 75.46%
July 31, 2024 70.03%
June 30, 2024 70.03%
May 31, 2024 70.03%
April 30, 2024 70.03%
March 31, 2024 70.03%
February 29, 2024 70.03%
January 31, 2024 70.03%
December 31, 2023 70.03%
November 30, 2023 70.03%
October 31, 2023 69.40%
September 30, 2023 66.37%
August 31, 2023 66.37%
July 31, 2023 66.37%
June 30, 2023 66.37%
May 31, 2023 66.37%
April 30, 2023 66.37%
March 31, 2023 66.37%
February 28, 2023 66.37%
January 31, 2023 66.37%
December 31, 2022 66.37%
November 30, 2022 66.37%
October 31, 2022 66.37%
Date Value
September 30, 2022 66.37%
August 31, 2022 66.37%
July 31, 2022 66.37%
June 30, 2022 66.37%
May 31, 2022 66.37%
April 30, 2022 58.04%
March 31, 2022 58.04%
February 28, 2022 58.04%
January 31, 2022 58.04%
December 31, 2021 41.73%
November 30, 2021 41.73%
October 31, 2021 41.73%
September 30, 2021 41.73%
August 31, 2021 41.73%
July 31, 2021 41.73%
June 30, 2021 37.26%
May 31, 2021 28.81%
April 30, 2021 28.81%
March 31, 2021 28.60%
February 28, 2021 24.56%
January 31, 2021 22.21%
December 31, 2020 9.76%
November 30, 2020 9.76%
October 31, 2020 9.76%
September 30, 2020 9.76%

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

1.59%
Minimum
Nov 2019
79.94%
Maximum
Sep 2024
47.11%
Average
62.21%
Median

Max Drawdown (5Y) Benchmarks