Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 82.20%
September 30, 2024 82.20%
August 31, 2024 82.20%
July 31, 2024 82.20%
June 30, 2024 82.20%
May 31, 2024 82.20%
April 30, 2024 82.20%
March 31, 2024 82.20%
February 29, 2024 82.20%
January 31, 2024 82.20%
December 31, 2023 82.20%
November 30, 2023 82.20%
October 31, 2023 82.20%
September 30, 2023 82.20%
August 31, 2023 81.09%
July 31, 2023 80.18%
June 30, 2023 80.00%
May 31, 2023 80.00%
April 30, 2023 80.00%
March 31, 2023 80.00%
February 28, 2023 74.57%
January 31, 2023 73.12%
December 31, 2022 72.12%
November 30, 2022 68.37%
October 31, 2022 66.42%
Date Value
September 30, 2022 61.68%
August 31, 2022 52.16%
July 31, 2022 52.16%
June 30, 2022 52.16%
May 31, 2022 52.16%
April 30, 2022 52.16%
March 31, 2022 52.16%
February 28, 2022 52.16%
January 31, 2022 52.16%
December 31, 2021 52.16%
November 30, 2021 52.16%
October 31, 2021 55.91%
September 30, 2021 55.91%
August 31, 2021 55.91%
July 31, 2021 64.46%
June 30, 2021 84.47%
May 31, 2021 93.60%
April 30, 2021 95.34%
March 31, 2021 97.31%
February 28, 2021 97.31%
January 31, 2021 97.40%
December 31, 2020 97.40%
November 30, 2020 98.01%
October 31, 2020 98.01%
September 30, 2020 98.01%

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

52.16%
Minimum
Nov 2021
98.01%
Maximum
Nov 2019
78.99%
Average
82.20%
Median
Sep 2023

Max Drawdown (5Y) Benchmarks