Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
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 100.0%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 99.99%
April 30, 2023 99.99%
March 31, 2023 99.99%
February 28, 2023 99.99%
January 31, 2023 99.99%
December 31, 2022 99.99%
November 30, 2022 99.99%
October 31, 2022 99.99%
Date Value
September 30, 2022 99.35%
August 31, 2022 99.35%
July 31, 2022 99.35%
June 30, 2022 99.35%
May 31, 2022 98.02%
April 30, 2022 96.19%
March 31, 2022 95.72%
February 28, 2022 95.26%
January 31, 2022 94.40%
December 31, 2021 92.45%
November 30, 2021 90.32%
October 31, 2021 88.70%
September 30, 2021 88.70%
August 31, 2021 88.70%
July 31, 2021 88.70%
June 30, 2021 88.70%
May 31, 2021 88.70%
April 30, 2021 88.70%
March 31, 2021 88.70%
February 28, 2021 88.70%
January 31, 2021 88.70%
December 31, 2020 88.70%
November 30, 2020 88.70%
October 31, 2020 88.70%
September 30, 2020 88.70%

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

83.10%
Minimum
Nov 2019
100.0%
Maximum
Oct 2023
94.41%
Average
97.11%
Median