Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.67%
September 30, 2024 92.80%
August 31, 2024 92.80%
July 31, 2024 92.80%
June 30, 2024 92.80%
May 31, 2024 92.80%
April 30, 2024 92.80%
March 31, 2024 92.80%
February 29, 2024 92.80%
January 31, 2024 92.80%
December 31, 2023 92.80%
November 30, 2023 92.80%
October 31, 2023 92.80%
September 30, 2023 92.42%
August 31, 2023 92.39%
July 31, 2023 88.13%
June 30, 2023 88.13%
May 31, 2023 88.13%
April 30, 2023 87.20%
March 31, 2023 87.20%
February 28, 2023 85.98%
January 31, 2023 85.98%
December 31, 2022 85.98%
November 30, 2022 85.98%
October 31, 2022 85.98%
Date Value
September 30, 2022 85.98%
August 31, 2022 84.64%
July 31, 2022 79.03%
June 30, 2022 77.61%
May 31, 2022 77.61%
April 30, 2022 71.32%
March 31, 2022 64.88%
February 28, 2022 66.83%
January 31, 2022 67.80%
December 31, 2021 67.80%
November 30, 2021 67.80%
October 31, 2021 67.80%
September 30, 2021 67.80%
August 31, 2021 67.80%
July 31, 2021 67.80%
June 30, 2021 67.80%
May 31, 2021 67.80%
April 30, 2021 67.80%
March 31, 2021 67.80%
February 28, 2021 67.80%
January 31, 2021 67.80%
December 31, 2020 67.80%
November 30, 2020 67.80%
October 31, 2020 67.80%
September 30, 2020 67.80%

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

64.88%
Minimum
Mar 2022
94.67%
Maximum
Oct 2024
78.34%
Average
74.46%
Median

Max Drawdown (5Y) Benchmarks