Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 46.13%
September 30, 2024 46.13%
August 31, 2024 46.13%
July 31, 2024 46.13%
June 30, 2024 46.13%
May 31, 2024 46.13%
April 30, 2024 46.13%
March 31, 2024 46.13%
February 29, 2024 46.13%
January 31, 2024 46.13%
December 31, 2023 46.13%
November 30, 2023 46.13%
October 31, 2023 46.13%
September 30, 2023 42.95%
August 31, 2023 42.47%
July 31, 2023 42.47%
June 30, 2023 42.47%
May 31, 2023 42.47%
April 30, 2023 42.47%
March 31, 2023 42.47%
February 28, 2023 42.47%
January 31, 2023 42.47%
December 31, 2022 42.47%
November 30, 2022 42.47%
October 31, 2022 42.47%
Date Value
September 30, 2022 38.07%
August 31, 2022 33.86%
July 31, 2022 33.86%
June 30, 2022 33.86%
May 31, 2022 31.04%
April 30, 2022 28.14%
March 31, 2022 22.82%
February 28, 2022 20.76%
January 31, 2022 20.76%
December 31, 2021 20.76%
November 30, 2021 20.76%
October 31, 2021 20.76%
September 30, 2021 20.76%
August 31, 2021 20.76%
July 31, 2021 20.76%
June 30, 2021 20.76%
May 31, 2021 20.76%
April 30, 2021 20.76%
March 31, 2021 20.76%
February 28, 2021 18.21%
January 31, 2021 14.77%
December 31, 2020 14.77%
November 30, 2020 14.77%
October 31, 2020 14.77%
September 30, 2020 14.77%

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

4.81%
Minimum
Nov 2019
46.13%
Maximum
Oct 2023
29.67%
Average
29.59%
Median