Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 37.02%
September 30, 2024 37.02%
August 31, 2024 37.02%
July 31, 2024 37.02%
June 30, 2024 37.02%
May 31, 2024 37.02%
April 30, 2024 37.02%
March 31, 2024 37.02%
February 29, 2024 37.02%
January 31, 2024 37.02%
December 31, 2023 37.02%
November 30, 2023 37.02%
October 31, 2023 37.02%
September 30, 2023 35.42%
August 31, 2023 33.45%
July 31, 2023 33.45%
June 30, 2023 33.45%
May 31, 2023 33.45%
April 30, 2023 33.45%
March 31, 2023 33.45%
February 28, 2023 33.45%
January 31, 2023 33.45%
December 31, 2022 33.45%
November 30, 2022 33.45%
October 31, 2022 33.45%
Date Value
September 30, 2022 31.26%
August 31, 2022 28.44%
July 31, 2022 28.44%
June 30, 2022 28.44%
May 31, 2022 27.07%
April 30, 2022 24.73%
March 31, 2022 23.87%
February 28, 2022 23.87%
January 31, 2022 23.87%
December 31, 2021 23.87%
November 30, 2021 23.87%
October 31, 2021 23.87%
September 30, 2021 23.87%
August 31, 2021 23.87%
July 31, 2021 23.87%
June 30, 2021 23.87%
May 31, 2021 23.87%
April 30, 2021 23.87%
March 31, 2021 23.87%
February 28, 2021 23.87%
January 31, 2021 23.87%
December 31, 2020 23.87%
November 30, 2020 23.87%
October 31, 2020 23.87%
September 30, 2020 23.87%

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

16.05%
Minimum
Nov 2019
37.02%
Maximum
Oct 2023
28.57%
Average
25.90%
Median