Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.11%
September 30, 2024 94.11%
August 31, 2024 79.21%
July 31, 2024 79.21%
June 30, 2024 79.21%
May 31, 2024 81.64%
April 30, 2024 81.64%
March 31, 2024 81.64%
February 29, 2024 81.64%
January 31, 2024 82.40%
December 31, 2023 88.94%
November 30, 2023 88.94%
October 31, 2023 88.94%
September 30, 2023 88.94%
August 31, 2023 88.94%
July 31, 2023 88.94%
June 30, 2023 88.94%
May 31, 2023 88.94%
April 30, 2023 88.94%
March 31, 2023 88.94%
February 28, 2023 91.92%
January 31, 2023 91.92%
December 31, 2022 91.92%
November 30, 2022 91.92%
October 31, 2022 92.17%
Date Value
September 30, 2022 92.17%
August 31, 2022 92.17%
July 31, 2022 92.17%
June 30, 2022 92.65%
May 31, 2022 93.98%
April 30, 2022 93.98%
March 31, 2022 93.98%
February 28, 2022 93.98%
January 31, 2022 93.98%
December 31, 2021 93.98%
November 30, 2021 93.98%
October 31, 2021 93.98%
September 30, 2021 93.98%
August 31, 2021 93.98%
July 31, 2021 94.20%
June 30, 2021 96.04%
May 31, 2021 96.37%
April 30, 2021 96.37%
March 31, 2021 96.37%
February 28, 2021 96.37%
January 31, 2021 96.37%
December 31, 2020 96.37%
November 30, 2020 96.37%
October 31, 2020 96.37%
September 30, 2020 96.37%

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

79.21%
Minimum
Jun 2024
96.37%
Maximum
Nov 2019
91.91%
Average
93.98%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks