Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.14%
September 30, 2024 99.14%
August 31, 2024 99.14%
July 31, 2024 99.14%
June 30, 2024 99.14%
May 31, 2024 99.14%
April 30, 2024 99.14%
March 31, 2024 99.14%
February 29, 2024 98.64%
January 31, 2024 98.64%
December 31, 2023 98.64%
November 30, 2023 98.64%
October 31, 2023 98.64%
September 30, 2023 98.64%
August 31, 2023 98.54%
July 31, 2023 98.46%
June 30, 2023 98.46%
May 31, 2023 98.35%
April 30, 2023 98.14%
March 31, 2023 97.00%
February 28, 2023 97.00%
January 31, 2023 97.00%
December 31, 2022 97.00%
November 30, 2022 97.00%
October 31, 2022 97.00%
Date Value
September 30, 2022 97.00%
August 31, 2022 97.00%
July 31, 2022 97.00%
June 30, 2022 97.00%
May 31, 2022 97.00%
April 30, 2022 97.00%
March 31, 2022 97.00%
February 28, 2022 97.00%
January 31, 2022 97.00%
December 31, 2021 97.00%
November 30, 2021 97.00%
October 31, 2021 97.00%
September 30, 2021 97.20%
August 31, 2021 97.20%
July 31, 2021 97.20%
June 30, 2021 97.20%
May 31, 2021 97.20%
April 30, 2021 97.20%
March 31, 2021 97.20%
February 28, 2021 97.20%
January 31, 2021 97.20%
December 31, 2020 97.20%
November 30, 2020 97.20%
October 31, 2020 97.20%
September 30, 2020 97.20%

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

97.00%
Minimum
Oct 2021
99.14%
Maximum
Mar 2024
97.64%
Average
97.20%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks