Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 93.17%
September 30, 2024 93.17%
August 31, 2024 93.17%
July 31, 2024 93.17%
June 30, 2024 93.17%
May 31, 2024 93.17%
April 30, 2024 93.17%
March 31, 2024 93.17%
February 29, 2024 93.13%
January 31, 2024 93.13%
December 31, 2023 95.64%
November 30, 2023 95.64%
October 31, 2023 96.97%
September 30, 2023 97.37%
August 31, 2023 97.37%
July 31, 2023 97.37%
June 30, 2023 97.37%
May 31, 2023 97.37%
April 30, 2023 97.37%
March 31, 2023 97.37%
February 28, 2023 97.37%
January 31, 2023 97.37%
December 31, 2022 97.37%
November 30, 2022 97.37%
October 31, 2022 97.37%
Date Value
September 30, 2022 97.37%
August 31, 2022 97.37%
July 31, 2022 97.37%
June 30, 2022 97.37%
May 31, 2022 98.05%
April 30, 2022 98.05%
March 31, 2022 98.05%
February 28, 2022 98.05%
January 31, 2022 98.05%
December 31, 2021 98.05%
November 30, 2021 98.05%
October 31, 2021 99.08%
September 30, 2021 99.47%
August 31, 2021 99.51%
July 31, 2021 99.51%
June 30, 2021 99.51%
May 31, 2021 99.51%
April 30, 2021 99.51%
March 31, 2021 99.51%
February 28, 2021 99.51%
January 31, 2021 99.51%
December 31, 2020 99.51%
November 30, 2020 99.62%
October 31, 2020 99.62%
September 30, 2020 99.62%

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

93.13%
Minimum
Jan 2024
99.62%
Maximum
Nov 2019
97.56%
Average
98.05%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks