Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.05%
September 30, 2024 96.05%
August 31, 2024 96.05%
July 31, 2024 96.05%
June 30, 2024 96.05%
May 31, 2024 96.05%
April 30, 2024 96.05%
March 31, 2024 96.05%
February 29, 2024 96.05%
January 31, 2024 96.05%
December 31, 2023 96.05%
November 30, 2023 96.05%
October 31, 2023 95.66%
September 30, 2023 94.04%
August 31, 2023 94.04%
July 31, 2023 94.04%
June 30, 2023 94.04%
May 31, 2023 94.04%
April 30, 2023 94.04%
March 31, 2023 94.04%
February 28, 2023 94.04%
January 31, 2023 94.04%
December 31, 2022 94.04%
November 30, 2022 91.52%
October 31, 2022 91.52%
Date Value
September 30, 2022 91.52%
August 31, 2022 92.46%
July 31, 2022 92.46%
June 30, 2022 92.46%
May 31, 2022 92.46%
April 30, 2022 92.46%
March 31, 2022 92.91%
February 28, 2022 94.11%
January 31, 2022 94.11%
December 31, 2021 94.11%
November 30, 2021 94.11%
October 31, 2021 94.11%
September 30, 2021 94.11%
August 31, 2021 94.11%
July 31, 2021 94.11%
June 30, 2021 95.82%
May 31, 2021 98.28%
April 30, 2021 98.52%
March 31, 2021 98.52%
February 28, 2021 98.52%
January 31, 2021 98.52%
December 31, 2020 98.67%
November 30, 2020 98.73%
October 31, 2020 98.82%
September 30, 2020 98.82%

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

91.52%
Minimum
Sep 2022
98.82%
Maximum
Nov 2019
95.71%
Average
96.05%
Median
Nov 2023

Max Drawdown (5Y) Benchmarks