Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.42%
September 30, 2024 99.42%
August 31, 2024 99.42%
July 31, 2024 99.42%
June 30, 2024 99.42%
May 31, 2024 99.42%
April 30, 2024 99.42%
March 31, 2024 99.42%
February 29, 2024 99.42%
January 31, 2024 99.42%
December 31, 2023 99.42%
November 30, 2023 99.42%
October 31, 2023 99.42%
September 30, 2023 99.42%
August 31, 2023 99.42%
July 31, 2023 99.42%
June 30, 2023 99.42%
May 31, 2023 99.42%
April 30, 2023 99.42%
March 31, 2023 99.42%
February 28, 2023 98.32%
January 31, 2023 98.05%
December 31, 2022 98.23%
November 30, 2022 98.45%
October 31, 2022 98.62%
Date Value
September 30, 2022 98.62%
August 31, 2022 98.62%
July 31, 2022 98.62%
June 30, 2022 98.62%
May 31, 2022 98.62%
April 30, 2022 98.62%
March 31, 2022 98.69%
February 28, 2022 98.69%
January 31, 2022 98.74%
December 31, 2021 98.77%
November 30, 2021 98.80%
October 31, 2021 98.80%
September 30, 2021 98.80%
August 31, 2021 98.80%
July 31, 2021 98.80%
June 30, 2021 98.80%
May 31, 2021 98.80%
April 30, 2021 98.80%
March 31, 2021 98.80%
February 28, 2021 98.80%
January 31, 2021 98.80%
December 31, 2020 98.80%
November 30, 2020 98.80%
October 31, 2020 98.80%
September 30, 2020 98.80%

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

98.05%
Minimum
Jan 2023
99.75%
Maximum
Nov 2019
99.04%
Average
98.90%
Median