Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
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 100.00%
December 31, 2023 100.00%
November 30, 2023 99.99%
October 31, 2023 99.97%
September 30, 2023 99.95%
August 31, 2023 99.95%
July 31, 2023 99.86%
June 30, 2023 99.66%
May 31, 2023 99.64%
April 30, 2023 99.64%
March 31, 2023 99.53%
February 28, 2023 99.28%
January 31, 2023 99.28%
December 31, 2022 99.28%
November 30, 2022 99.28%
October 31, 2022 99.28%
September 30, 2022 99.28%
August 31, 2022 99.28%
Date Value
July 31, 2022 99.28%
June 30, 2022 99.28%
May 31, 2022 99.28%
April 30, 2022 99.28%
March 31, 2022 99.28%
February 28, 2022 99.28%
January 31, 2022 99.28%
December 31, 2021 99.28%
November 30, 2021 98.40%
October 31, 2021 98.11%
September 30, 2021 98.08%
August 31, 2021 99.16%
July 31, 2021 99.21%
June 30, 2021 99.24%
May 31, 2021 99.24%
April 30, 2021 99.24%
March 31, 2021 99.32%
February 28, 2021 99.55%
January 31, 2021 99.57%
December 31, 2020 99.72%
November 30, 2020 99.82%
October 31, 2020 99.84%
September 30, 2020 99.84%
August 31, 2020 99.84%
July 31, 2020 99.84%

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

98.08%
Minimum
Sep 2021
100.00%
Maximum
Aug 2024
99.56%
Average
99.65%
Median

Max Drawdown (5Y) Benchmarks