Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 87.54%
September 30, 2024 90.01%
August 31, 2024 90.78%
July 31, 2024 94.31%
June 30, 2024 94.38%
May 31, 2024 94.59%
April 30, 2024 94.59%
March 31, 2024 94.59%
February 29, 2024 94.59%
January 31, 2024 94.59%
December 31, 2023 94.59%
November 30, 2023 94.59%
October 31, 2023 96.33%
September 30, 2023 96.36%
August 31, 2023 96.36%
July 31, 2023 96.36%
June 30, 2023 96.36%
May 31, 2023 97.03%
April 30, 2023 97.08%
March 31, 2023 97.11%
February 28, 2023 97.28%
January 31, 2023 97.28%
December 31, 2022 97.28%
November 30, 2022 97.44%
October 31, 2022 97.44%
Date Value
September 30, 2022 97.54%
August 31, 2022 97.56%
July 31, 2022 97.56%
June 30, 2022 97.56%
May 31, 2022 97.61%
April 30, 2022 97.61%
March 31, 2022 98.10%
February 28, 2022 98.23%
January 31, 2022 98.30%
December 31, 2021 98.33%
November 30, 2021 98.33%
October 31, 2021 98.33%
September 30, 2021 98.48%
August 31, 2021 98.48%
July 31, 2021 98.48%
June 30, 2021 98.48%
May 31, 2021 98.48%
April 30, 2021 98.48%
March 31, 2021 98.48%
February 28, 2021 98.48%
January 31, 2021 98.48%
December 31, 2020 98.48%
November 30, 2020 98.48%
October 31, 2020 98.48%
September 30, 2020 98.48%

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

87.54%
Minimum
Oct 2024
98.48%
Maximum
Nov 2019
96.98%
Average
97.61%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks