Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 52.85%
September 30, 2024 52.85%
August 31, 2024 52.85%
July 31, 2024 52.85%
June 30, 2024 52.85%
May 31, 2024 53.97%
April 30, 2024 53.97%
March 31, 2024 53.97%
February 29, 2024 53.97%
January 31, 2024 53.97%
December 31, 2023 53.97%
November 30, 2023 53.97%
October 31, 2023 53.97%
September 30, 2023 53.97%
August 31, 2023 53.97%
July 31, 2023 53.97%
June 30, 2023 53.97%
May 31, 2023 53.97%
April 30, 2023 53.97%
March 31, 2023 53.97%
February 28, 2023 53.97%
January 31, 2023 53.97%
December 31, 2022 53.97%
November 30, 2022 53.97%
October 31, 2022 53.97%
Date Value
September 30, 2022 53.97%
August 31, 2022 53.97%
July 31, 2022 53.97%
June 30, 2022 53.97%
May 31, 2022 53.97%
April 30, 2022 53.97%
March 31, 2022 53.97%
February 28, 2022 53.97%
January 31, 2022 53.97%
December 31, 2021 53.97%
November 30, 2021 53.97%
October 31, 2021 53.97%
September 30, 2021 53.97%
August 31, 2021 53.97%
July 31, 2021 54.29%
June 30, 2021 61.46%
May 31, 2021 61.68%
April 30, 2021 61.68%
March 31, 2021 61.68%
February 28, 2021 61.68%
January 31, 2021 61.68%
December 31, 2020 61.68%
November 30, 2020 61.68%
October 31, 2020 61.68%
September 30, 2020 61.68%

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

52.85%
Minimum
Jun 2024
61.68%
Maximum
Nov 2019
56.45%
Average
53.97%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks