Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 71.26%
September 30, 2024 71.26%
August 31, 2024 71.26%
July 31, 2024 71.26%
June 30, 2024 71.26%
May 31, 2024 71.26%
April 30, 2024 71.26%
March 31, 2024 71.26%
February 29, 2024 71.26%
January 31, 2024 71.26%
December 31, 2023 71.26%
November 30, 2023 71.26%
October 31, 2023 71.26%
September 30, 2023 71.26%
August 31, 2023 71.26%
July 31, 2023 71.26%
June 30, 2023 71.26%
May 31, 2023 71.26%
April 30, 2023 71.26%
March 31, 2023 71.26%
February 28, 2023 71.26%
January 31, 2023 71.26%
December 31, 2022 71.26%
November 30, 2022 71.26%
October 31, 2022 71.26%
Date Value
September 30, 2022 71.26%
August 31, 2022 71.26%
July 31, 2022 71.26%
June 30, 2022 71.26%
May 31, 2022 68.10%
April 30, 2022 68.10%
March 31, 2022 68.10%
February 28, 2022 70.47%
January 31, 2022 76.26%
December 31, 2021 76.26%
November 30, 2021 76.26%
October 31, 2021 76.26%
September 30, 2021 76.26%
August 31, 2021 76.26%
July 31, 2021 76.26%
June 30, 2021 76.26%
May 31, 2021 76.26%
April 30, 2021 76.26%
March 31, 2021 76.26%
February 28, 2021 76.26%
January 31, 2021 76.26%
December 31, 2020 76.26%
November 30, 2020 76.26%
October 31, 2020 76.26%
September 30, 2020 76.26%

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

68.10%
Minimum
Mar 2022
76.26%
Maximum
Nov 2019
73.34%
Average
71.26%
Median
Jun 2022

Max Drawdown (5Y) Benchmarks