Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.28%
September 30, 2024 98.28%
August 31, 2024 98.28%
July 31, 2024 98.21%
June 30, 2024 98.21%
May 31, 2024 98.21%
April 30, 2024 98.19%
March 31, 2024 97.60%
February 29, 2024 97.60%
January 31, 2024 97.43%
December 31, 2023 97.43%
November 30, 2023 97.43%
October 31, 2023 97.43%
September 30, 2023 97.37%
August 31, 2023 96.77%
July 31, 2023 95.90%
June 30, 2023 95.90%
May 31, 2023 95.90%
April 30, 2023 95.86%
March 31, 2023 95.86%
February 28, 2023 95.86%
January 31, 2023 95.86%
December 31, 2022 95.86%
November 30, 2022 95.86%
October 31, 2022 95.86%
Date Value
September 30, 2022 95.86%
August 31, 2022 95.02%
July 31, 2022 95.02%
June 30, 2022 94.52%
May 31, 2022 92.63%
April 30, 2022 89.51%
March 31, 2022 87.93%
February 28, 2022 85.68%
January 31, 2022 85.68%
December 31, 2021 79.36%
November 30, 2021 74.33%
October 31, 2021 50.81%
September 30, 2021 50.65%
August 31, 2021 50.65%
July 31, 2021 50.65%
June 30, 2021 50.65%
May 31, 2021 50.65%
April 30, 2021 47.04%
March 31, 2021 47.04%
February 28, 2021 47.04%
January 31, 2021 47.04%
December 31, 2020 47.04%
November 30, 2020 47.04%
October 31, 2020 47.04%
September 30, 2020 47.04%

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

18.17%
Minimum
Nov 2019
98.28%
Maximum
Aug 2024
74.43%
Average
91.07%
Median

Max Drawdown (5Y) Benchmarks