Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 71.68%
September 30, 2024 71.68%
August 31, 2024 71.68%
July 31, 2024 71.68%
June 30, 2024 71.68%
May 31, 2024 68.64%
April 30, 2024 68.64%
March 31, 2024 68.64%
February 29, 2024 68.64%
January 31, 2024 68.64%
December 31, 2023 68.64%
November 30, 2023 68.64%
October 31, 2023 67.35%
September 30, 2023 67.35%
August 31, 2023 67.35%
July 31, 2023 67.35%
June 30, 2023 67.35%
May 31, 2023 62.83%
April 30, 2023 62.83%
March 31, 2023 62.26%
February 28, 2023 58.97%
January 31, 2023 56.46%
December 31, 2022 56.46%
November 30, 2022 55.26%
October 31, 2022 54.00%
Date Value
September 30, 2022 54.00%
August 31, 2022 53.10%
July 31, 2022 53.10%
June 30, 2022 53.10%
May 31, 2022 53.10%
April 30, 2022 52.81%
March 31, 2022 52.81%
February 28, 2022 52.81%
January 31, 2022 52.81%
December 31, 2021 52.81%
November 30, 2021 52.81%
October 31, 2021 52.81%
September 30, 2021 52.81%
August 31, 2021 52.81%
July 31, 2021 52.81%
June 30, 2021 52.81%
May 31, 2021 52.81%
April 30, 2021 52.81%
March 31, 2021 52.81%
February 28, 2021 52.81%
January 31, 2021 52.81%
December 31, 2020 52.81%
November 30, 2020 52.81%
October 31, 2020 52.81%
September 30, 2020 52.81%

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

50.29%
Minimum
Nov 2019
71.68%
Maximum
Jun 2024
58.09%
Average
52.96%
Median

Max Drawdown (5Y) Benchmarks