Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 46.50%
September 30, 2024 46.50%
August 31, 2024 46.50%
July 31, 2024 46.50%
June 30, 2024 46.50%
May 31, 2024 46.50%
April 30, 2024 46.50%
March 31, 2024 46.50%
February 29, 2024 46.50%
January 31, 2024 46.50%
December 31, 2023 47.39%
November 30, 2023 48.39%
October 31, 2023 53.64%
September 30, 2023 58.70%
August 31, 2023 58.70%
July 31, 2023 59.07%
June 30, 2023 59.07%
May 31, 2023 59.07%
April 30, 2023 59.07%
March 31, 2023 59.07%
February 28, 2023 59.07%
January 31, 2023 59.07%
December 31, 2022 59.07%
November 30, 2022 59.07%
October 31, 2022 59.07%
Date Value
September 30, 2022 59.07%
August 31, 2022 59.07%
July 31, 2022 64.39%
June 30, 2022 64.39%
May 31, 2022 64.39%
April 30, 2022 67.25%
March 31, 2022 69.04%
February 28, 2022 69.04%
January 31, 2022 69.04%
December 31, 2021 69.04%
November 30, 2021 69.04%
October 31, 2021 69.04%
September 30, 2021 70.82%
August 31, 2021 71.85%
July 31, 2021 72.87%
June 30, 2021 74.12%
May 31, 2021 77.66%
April 30, 2021 78.59%
March 31, 2021 79.08%
February 28, 2021 79.08%
January 31, 2021 81.08%
December 31, 2020 81.08%
November 30, 2020 81.08%
October 31, 2020 81.08%
September 30, 2020 81.08%

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

46.50%
Minimum
Jan 2024
81.08%
Maximum
Nov 2019
65.59%
Average
65.82%
Median

Max Drawdown (5Y) Benchmarks