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 99.98%
June 30, 2024 99.18%
May 31, 2024 98.82%
April 30, 2024 98.23%
March 31, 2024 98.08%
February 29, 2024 98.04%
January 31, 2024 97.86%
December 31, 2023 97.74%
November 30, 2023 97.74%
October 31, 2023 97.53%
September 30, 2023 97.53%
August 31, 2023 97.53%
July 31, 2023 97.53%
June 30, 2023 97.53%
May 31, 2023 97.53%
April 30, 2023 97.53%
March 31, 2023 96.83%
February 28, 2023 95.63%
January 31, 2023 95.24%
December 31, 2022 95.24%
November 30, 2022 94.98%
October 31, 2022 94.55%
Date Value
September 30, 2022 94.24%
August 31, 2022 92.24%
July 31, 2022 92.10%
June 30, 2022 90.12%
May 31, 2022 86.15%
April 30, 2022 82.73%
March 31, 2022 80.33%
February 28, 2022 76.82%
January 31, 2022 76.82%
December 31, 2021 68.61%
November 30, 2021 60.66%
October 31, 2021 34.07%
September 30, 2021 27.63%
August 31, 2021 11.03%
July 31, 2021 11.03%
June 30, 2021 11.03%
May 31, 2021 11.03%
April 30, 2021 11.03%
March 31, 2021 11.03%
February 28, 2021 11.03%
January 31, 2021 11.03%
December 31, 2020 11.03%
November 30, 2020 11.03%
October 31, 2020 11.03%
September 30, 2020 11.03%

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

0.21%
Minimum
Nov 2019
100.0%
Maximum
Aug 2024
60.11%
Average
84.44%
Median