Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 49.79%
September 30, 2024 49.79%
August 31, 2024 49.79%
July 31, 2024 49.79%
June 30, 2024 49.79%
May 31, 2024 49.79%
April 30, 2024 49.79%
March 31, 2024 49.79%
February 29, 2024 49.79%
January 31, 2024 49.79%
December 31, 2023 49.79%
November 30, 2023 49.79%
October 31, 2023 49.79%
September 30, 2023 46.01%
August 31, 2023 44.66%
July 31, 2023 44.66%
June 30, 2023 44.66%
May 31, 2023 44.66%
April 30, 2023 44.66%
March 31, 2023 44.66%
February 28, 2023 44.66%
January 31, 2023 44.66%
December 31, 2022 44.66%
November 30, 2022 44.66%
October 31, 2022 43.88%
Date Value
September 30, 2022 42.01%
August 31, 2022 38.44%
July 31, 2022 38.44%
June 30, 2022 38.44%
May 31, 2022 34.18%
April 30, 2022 33.32%
March 31, 2022 33.32%
February 28, 2022 28.33%
January 31, 2022 28.33%
December 31, 2021 28.33%
November 30, 2021 29.66%
October 31, 2021 29.66%
September 30, 2021 30.01%
August 31, 2021 32.11%
July 31, 2021 32.11%
June 30, 2021 32.11%
May 31, 2021 32.11%
April 30, 2021 32.11%
March 31, 2021 32.11%
February 28, 2021 32.11%
January 31, 2021 32.11%
December 31, 2020 32.11%
November 30, 2020 32.11%
October 31, 2020 32.11%
September 30, 2020 32.11%

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

28.33%
Minimum
Dec 2021
49.79%
Maximum
Oct 2023
38.71%
Average
33.75%
Median

Max Drawdown (5Y) Benchmarks