Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 83.83%
September 30, 2024 83.83%
August 31, 2024 82.49%
July 31, 2024 82.31%
June 30, 2024 82.27%
May 31, 2024 82.27%
April 30, 2024 82.27%
March 31, 2024 80.12%
February 29, 2024 78.86%
January 31, 2024 75.78%
December 31, 2023 75.56%
November 30, 2023 75.56%
October 31, 2023 73.29%
September 30, 2023 71.40%
August 31, 2023 70.40%
July 31, 2023 69.28%
June 30, 2023 69.28%
May 31, 2023 69.28%
April 30, 2023 69.28%
March 31, 2023 69.28%
February 28, 2023 69.28%
January 31, 2023 69.28%
December 31, 2022 69.28%
November 30, 2022 69.28%
October 31, 2022 69.28%
Date Value
September 30, 2022 69.28%
August 31, 2022 69.28%
July 31, 2022 69.28%
June 30, 2022 69.28%
May 31, 2022 69.28%
April 30, 2022 69.28%
March 31, 2022 69.28%
February 28, 2022 69.28%
January 31, 2022 69.28%
December 31, 2021 74.12%
November 30, 2021 74.54%
October 31, 2021 77.73%
September 30, 2021 77.73%
August 31, 2021 77.73%
July 31, 2021 77.73%
June 30, 2021 77.73%
May 31, 2021 78.15%
April 30, 2021 79.85%
March 31, 2021 79.85%
February 28, 2021 79.85%
January 31, 2021 86.08%
December 31, 2020 86.08%
November 30, 2020 86.08%
October 31, 2020 86.08%
September 30, 2020 86.08%

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

69.28%
Minimum
Jan 2022
86.08%
Maximum
Nov 2019
77.38%
Average
77.73%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks