Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 99.99%
November 30, 2023 99.98%
October 31, 2023 99.97%
September 30, 2023 99.21%
August 31, 2023 99.21%
July 31, 2023 99.21%
June 30, 2023 99.21%
May 31, 2023 99.21%
April 30, 2023 99.21%
March 31, 2023 99.20%
February 28, 2023 99.04%
January 31, 2023 99.04%
December 31, 2022 99.04%
November 30, 2022 98.02%
October 31, 2022 96.60%
September 30, 2022 95.64%
Date Value
August 31, 2022 95.64%
July 31, 2022 95.64%
June 30, 2022 95.64%
May 31, 2022 93.48%
April 30, 2022 90.41%
March 31, 2022 89.06%
February 28, 2022 88.56%
January 31, 2022 86.19%
December 31, 2021 77.90%
November 30, 2021 67.38%
October 31, 2021 53.43%
September 30, 2021 52.86%
August 31, 2021 52.86%
July 31, 2021 52.86%
June 30, 2021 52.86%
May 31, 2021 52.86%
April 30, 2021 52.86%
March 31, 2021 52.86%
February 28, 2021 52.86%
January 31, 2021 52.86%
December 31, 2020 52.86%
November 30, 2020 52.86%
October 31, 2020 36.34%
September 30, 2020 21.42%
August 31, 2020 21.42%

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

0.90%
Minimum
Nov 2019
100.0%
Maximum
Jun 2024
69.85%
Average
90.41%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks