Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.86%
September 30, 2024 91.71%
August 31, 2024 91.11%
July 31, 2024 91.11%
June 30, 2024 91.11%
May 31, 2024 91.11%
April 30, 2024 91.11%
March 31, 2024 86.44%
February 29, 2024 85.15%
January 31, 2024 85.15%
December 31, 2023 85.15%
November 30, 2023 85.15%
October 31, 2023 84.62%
September 30, 2023 84.62%
August 31, 2023 84.62%
July 31, 2023 84.62%
June 30, 2023 84.62%
May 31, 2023 84.62%
April 30, 2023 85.09%
March 31, 2023 85.09%
February 28, 2023 87.27%
January 31, 2023 88.41%
December 31, 2022 89.23%
November 30, 2022 90.37%
October 31, 2022 91.20%
Date Value
September 30, 2022 91.41%
August 31, 2022 91.72%
July 31, 2022 92.55%
June 30, 2022 92.55%
May 31, 2022 92.75%
April 30, 2022 92.75%
March 31, 2022 92.75%
February 28, 2022 93.17%
January 31, 2022 93.17%
December 31, 2021 93.17%
November 30, 2021 93.17%
October 31, 2021 93.17%
September 30, 2021 93.17%
August 31, 2021 93.17%
July 31, 2021 93.17%
June 30, 2021 93.17%
May 31, 2021 93.17%
April 30, 2021 93.17%
March 31, 2021 93.17%
February 28, 2021 93.17%
January 31, 2021 93.17%
December 31, 2020 93.17%
November 30, 2020 93.17%
October 31, 2020 93.17%
September 30, 2020 93.17%

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

84.62%
Minimum
May 2023
93.17%
Maximum
Nov 2019
90.76%
Average
92.75%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks