Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 99.99%
December 31, 2023 99.98%
November 30, 2023 99.88%
October 31, 2023 99.82%
September 30, 2023 98.38%
August 31, 2023 98.38%
July 31, 2023 98.38%
June 30, 2023 98.38%
May 31, 2023 98.38%
April 30, 2023 98.38%
March 31, 2023 98.38%
February 28, 2023 98.38%
January 31, 2023 98.38%
December 31, 2022 98.38%
November 30, 2022 96.96%
October 31, 2022 96.34%
Date Value
September 30, 2022 95.35%
August 31, 2022 94.89%
July 31, 2022 94.89%
June 30, 2022 94.89%
May 31, 2022 93.63%
April 30, 2022 90.50%
March 31, 2022 89.99%
February 28, 2022 89.99%
January 31, 2022 89.99%
December 31, 2021 88.09%
November 30, 2021 84.24%
October 31, 2021 80.08%
September 30, 2021 80.08%
August 31, 2021 80.08%
July 31, 2021 80.08%
June 30, 2021 80.08%
May 31, 2021 80.08%
April 30, 2021 80.08%
March 31, 2021 80.08%
February 28, 2021 80.08%
January 31, 2021 80.08%
December 31, 2020 80.08%
November 30, 2020 80.08%
October 31, 2020 80.08%
September 30, 2020 80.08%

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

58.73%
Minimum
Nov 2019
100.00%
Maximum
Jul 2024
88.74%
Average
92.07%
Median

Max Drawdown (5Y) Benchmarks