Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 72.29%
October 31, 2024 72.29%
September 30, 2024 72.29%
August 31, 2024 72.29%
July 31, 2024 72.29%
June 30, 2024 72.29%
May 31, 2024 72.29%
April 30, 2024 72.29%
March 31, 2024 72.29%
February 29, 2024 72.29%
January 31, 2024 72.29%
December 31, 2023 72.29%
November 30, 2023 72.29%
October 31, 2023 70.44%
September 30, 2023 67.07%
August 31, 2023 67.07%
July 31, 2023 67.07%
June 30, 2023 67.07%
May 31, 2023 67.07%
April 30, 2023 67.07%
March 31, 2023 67.07%
February 28, 2023 64.45%
January 31, 2023 64.45%
December 31, 2022 64.45%
November 30, 2022 64.45%
Date Value
October 31, 2022 64.45%
September 30, 2022 64.45%
August 31, 2022 64.45%
July 31, 2022 64.45%
June 30, 2022 64.45%
May 31, 2022 64.45%
April 30, 2022 63.64%
March 31, 2022 63.64%
February 28, 2022 63.64%
January 31, 2022 63.64%
December 31, 2021 63.64%
November 30, 2021 63.64%
October 31, 2021 63.64%
September 30, 2021 63.64%
August 31, 2021 63.64%
July 31, 2021 63.64%
June 30, 2021 63.64%
May 31, 2021 63.64%
April 30, 2021 63.64%
March 31, 2021 63.64%
February 28, 2021 63.64%
January 31, 2021 63.64%
December 31, 2020 63.64%
November 30, 2020 63.64%
October 31, 2020 63.64%

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

63.64%
Minimum
Dec 2019
72.29%
Maximum
Nov 2023
66.16%
Average
64.45%
Median
May 2022

Max Drawdown (5Y) Benchmarks