Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.63%
September 30, 2024 96.40%
August 31, 2024 95.79%
July 31, 2024 94.43%
June 30, 2024 94.09%
May 31, 2024 91.92%
April 30, 2024 85.94%
March 31, 2024 85.94%
February 29, 2024 85.94%
January 31, 2024 79.00%
December 31, 2023 79.00%
November 30, 2023 79.00%
October 31, 2023 79.00%
September 30, 2023 79.00%
August 31, 2023 79.00%
July 31, 2023 79.00%
June 30, 2023 79.00%
May 31, 2023 79.00%
April 30, 2023 79.00%
March 31, 2023 79.00%
February 28, 2023 79.00%
January 31, 2023 79.00%
December 31, 2022 79.00%
November 30, 2022 79.00%
October 31, 2022 79.00%
Date Value
September 30, 2022 79.00%
August 31, 2022 79.00%
July 31, 2022 79.00%
June 30, 2022 79.00%
May 31, 2022 79.00%
April 30, 2022 75.73%
March 31, 2022 75.73%
February 28, 2022 75.73%
January 31, 2022 75.73%
December 31, 2021 75.73%
November 30, 2021 75.73%
October 31, 2021 75.73%
September 30, 2021 75.73%
August 31, 2021 75.73%
July 31, 2021 75.73%
June 30, 2021 75.73%
May 31, 2021 75.73%
April 30, 2021 75.73%
March 31, 2021 75.73%
February 28, 2021 75.73%
January 31, 2021 75.73%
December 31, 2020 75.73%
November 30, 2020 75.73%
October 31, 2020 75.73%
September 30, 2020 75.73%

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

36.69%
Minimum
Nov 2019
96.63%
Maximum
Oct 2024
77.08%
Average
77.36%
Median

Max Drawdown (5Y) Benchmarks