Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.41%
September 30, 2024 97.41%
August 31, 2024 97.41%
July 31, 2024 97.41%
June 30, 2024 97.41%
May 31, 2024 97.41%
April 30, 2024 97.41%
March 31, 2024 97.41%
February 29, 2024 97.41%
January 31, 2024 97.41%
December 31, 2023 97.41%
November 30, 2023 97.41%
October 31, 2023 97.41%
September 30, 2023 97.41%
August 31, 2023 97.41%
July 31, 2023 97.41%
June 30, 2023 97.41%
May 31, 2023 97.41%
April 30, 2023 97.41%
March 31, 2023 97.41%
February 28, 2023 97.41%
January 31, 2023 97.41%
December 31, 2022 97.41%
November 30, 2022 97.41%
October 31, 2022 97.41%
Date Value
September 30, 2022 97.41%
August 31, 2022 97.41%
July 31, 2022 97.41%
June 30, 2022 97.41%
May 31, 2022 96.97%
April 30, 2022 96.63%
March 31, 2022 96.63%
February 28, 2022 96.63%
January 31, 2022 96.17%
December 31, 2021 96.17%
November 30, 2021 96.17%
October 31, 2021 96.17%
September 30, 2021 96.17%
August 31, 2021 96.17%
July 31, 2021 96.17%
June 30, 2021 96.17%
May 31, 2021 96.17%
April 30, 2021 95.56%
March 31, 2021 95.27%
February 28, 2021 94.85%
January 31, 2021 94.85%
December 31, 2020 94.85%
November 30, 2020 94.85%
October 31, 2020 94.85%
September 30, 2020 94.85%

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

90.87%
Minimum
Nov 2019
97.41%
Maximum
Jun 2022
96.25%
Average
96.80%
Median

Max Drawdown (5Y) Benchmarks