Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 100.0%
October 31, 2024 100.0%
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.99%
July 31, 2023 99.99%
June 30, 2023 99.99%
May 31, 2023 99.86%
April 30, 2023 99.86%
March 31, 2023 99.86%
February 28, 2023 99.86%
January 31, 2023 99.82%
December 31, 2022 99.78%
November 30, 2022 99.78%
Date Value
October 31, 2022 99.77%
September 30, 2022 99.70%
August 31, 2022 99.50%
July 31, 2022 99.32%
June 30, 2022 99.13%
May 31, 2022 98.46%
April 30, 2022 97.94%
March 31, 2022 96.82%
February 28, 2022 96.69%
January 31, 2022 96.69%
December 31, 2021 96.69%
November 30, 2021 96.50%
October 31, 2021 96.50%
September 30, 2021 96.50%
August 31, 2021 96.50%
July 31, 2021 96.50%
June 30, 2021 96.50%
May 31, 2021 96.50%
April 30, 2021 96.50%
March 31, 2021 96.50%
February 28, 2021 96.50%
January 31, 2021 96.50%
December 31, 2020 96.50%
November 30, 2020 96.50%
October 31, 2020 96.50%

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

96.50%
Minimum
Dec 2019
100.0%
Maximum
Nov 2023
98.26%
Average
98.79%
Median

Max Drawdown (5Y) Benchmarks