Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 72.74%
September 30, 2024 72.74%
August 31, 2024 72.74%
July 31, 2024 72.74%
June 30, 2024 72.74%
May 31, 2024 72.74%
April 30, 2024 72.74%
March 31, 2024 72.74%
February 29, 2024 72.74%
January 31, 2024 72.74%
December 31, 2023 72.74%
November 30, 2023 72.74%
October 31, 2023 72.74%
September 30, 2023 72.74%
August 31, 2023 72.74%
July 31, 2023 72.74%
June 30, 2023 72.74%
May 31, 2023 72.74%
April 30, 2023 72.74%
March 31, 2023 72.74%
February 28, 2023 72.74%
January 31, 2023 72.74%
December 31, 2022 72.74%
November 30, 2022 72.56%
October 31, 2022 71.99%
Date Value
September 30, 2022 69.43%
August 31, 2022 62.27%
July 31, 2022 62.15%
June 30, 2022 62.15%
May 31, 2022 62.15%
April 30, 2022 58.62%
March 31, 2022 58.62%
February 28, 2022 58.62%
January 31, 2022 58.62%
December 31, 2021 58.62%
November 30, 2021 58.62%
October 31, 2021 58.62%
September 30, 2021 58.62%
August 31, 2021 58.62%
July 31, 2021 58.62%
June 30, 2021 58.62%
May 31, 2021 58.62%
April 30, 2021 58.62%
March 31, 2021 60.62%
February 28, 2021 64.54%
January 31, 2021 64.54%
December 31, 2020 72.11%
November 30, 2020 78.66%
October 31, 2020 78.97%
September 30, 2020 78.97%

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

58.62%
Minimum
Apr 2021
78.97%
Maximum
Nov 2019
69.77%
Average
72.74%
Median
Dec 2022

Max Drawdown (5Y) Benchmarks