Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 83.35%
September 30, 2024 83.35%
August 31, 2024 83.35%
July 31, 2024 83.35%
June 30, 2024 83.35%
May 31, 2024 83.35%
April 30, 2024 83.35%
March 31, 2024 83.35%
February 29, 2024 83.35%
January 31, 2024 83.35%
December 31, 2023 83.35%
November 30, 2023 83.35%
October 31, 2023 83.35%
September 30, 2023 83.35%
August 31, 2023 83.35%
July 31, 2023 83.35%
June 30, 2023 83.35%
May 31, 2023 83.35%
April 30, 2023 83.35%
March 31, 2023 83.35%
February 28, 2023 83.35%
January 31, 2023 83.35%
December 31, 2022 83.35%
November 30, 2022 83.35%
October 31, 2022 83.35%
Date Value
September 30, 2022 83.35%
August 31, 2022 83.35%
July 31, 2022 83.35%
June 30, 2022 83.35%
May 31, 2022 83.35%
April 30, 2022 83.35%
March 31, 2022 83.35%
February 28, 2022 83.35%
January 31, 2022 83.35%
December 31, 2021 83.35%
November 30, 2021 83.35%
October 31, 2021 83.35%
September 30, 2021 83.35%
August 31, 2021 83.35%
July 31, 2021 83.35%
June 30, 2021 83.35%
May 31, 2021 83.35%
April 30, 2021 83.35%
March 31, 2021 83.35%
February 28, 2021 88.28%
January 31, 2021 90.99%
December 31, 2020 91.38%
November 30, 2020 92.42%
October 31, 2020 92.42%
September 30, 2020 92.42%

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

83.35%
Minimum
Mar 2021
93.68%
Maximum
Nov 2019
85.72%
Average
83.35%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks