Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.61%
September 30, 2024 99.61%
August 31, 2024 99.61%
July 31, 2024 99.61%
June 30, 2024 99.61%
May 31, 2024 99.61%
April 30, 2024 99.61%
March 31, 2024 99.61%
February 29, 2024 99.61%
January 31, 2024 99.61%
December 31, 2023 99.61%
November 30, 2023 99.61%
October 31, 2023 99.61%
September 30, 2023 99.40%
August 31, 2023 99.40%
July 31, 2023 99.40%
June 30, 2023 99.40%
May 31, 2023 99.36%
April 30, 2023 99.35%
March 31, 2023 99.21%
February 28, 2023 98.80%
January 31, 2023 98.13%
December 31, 2022 98.13%
November 30, 2022 98.13%
October 31, 2022 98.13%
Date Value
September 30, 2022 98.13%
August 31, 2022 98.13%
July 31, 2022 98.13%
June 30, 2022 98.13%
May 31, 2022 97.98%
April 30, 2022 97.64%
March 31, 2022 96.91%
February 28, 2022 94.84%
January 31, 2022 91.33%
December 31, 2021 91.00%
November 30, 2021 90.73%
October 31, 2021 88.58%
September 30, 2021 87.35%
August 31, 2021 87.04%
July 31, 2021 86.31%
June 30, 2021 85.48%
May 31, 2021 85.48%
April 30, 2021 85.48%
March 31, 2021 85.48%
February 28, 2021 46.82%
January 31, 2021 46.82%
December 31, 2020 46.82%
November 30, 2020 46.82%
October 31, 2020 46.82%
September 30, 2020 46.82%

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

9.50%
Minimum
Nov 2019
99.61%
Maximum
Oct 2023
80.62%
Average
97.81%
Median

Max Drawdown (5Y) Benchmarks