Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 81.83%
September 30, 2024 81.83%
August 31, 2024 81.83%
July 31, 2024 81.83%
June 30, 2024 81.83%
May 31, 2024 81.83%
April 30, 2024 81.83%
March 31, 2024 81.83%
February 29, 2024 81.83%
January 31, 2024 81.83%
December 31, 2023 81.83%
November 30, 2023 81.83%
October 31, 2023 81.83%
September 30, 2023 81.83%
August 31, 2023 81.83%
July 31, 2023 81.83%
June 30, 2023 81.83%
May 31, 2023 81.83%
April 30, 2023 81.83%
March 31, 2023 81.83%
February 28, 2023 81.83%
January 31, 2023 81.83%
December 31, 2022 81.83%
November 30, 2022 81.83%
October 31, 2022 79.92%
Date Value
September 30, 2022 78.87%
August 31, 2022 76.91%
July 31, 2022 73.23%
June 30, 2022 73.23%
May 31, 2022 73.23%
April 30, 2022 63.56%
March 31, 2022 60.63%
February 28, 2022 57.75%
January 31, 2022 57.75%
December 31, 2021 57.75%
November 30, 2021 57.75%
October 31, 2021 57.75%
September 30, 2021 57.75%
August 31, 2021 57.75%
July 31, 2021 57.75%
June 30, 2021 57.75%
May 31, 2021 57.75%
April 30, 2021 57.75%
March 31, 2021 57.75%
February 28, 2021 57.75%
January 31, 2021 57.75%
December 31, 2020 57.75%
November 30, 2020 57.75%
October 31, 2020 57.75%
September 30, 2020 57.75%

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

57.75%
Minimum
May 2020
81.83%
Maximum
Nov 2022
69.44%
Average
68.40%
Median

Max Drawdown (5Y) Benchmarks