Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 80.38%
September 30, 2024 80.38%
August 31, 2024 80.38%
July 31, 2024 80.38%
June 30, 2024 80.38%
May 31, 2024 80.38%
April 30, 2024 80.38%
March 31, 2024 80.38%
February 29, 2024 80.38%
January 31, 2024 80.38%
December 31, 2023 80.38%
November 30, 2023 80.38%
October 31, 2023 80.38%
September 30, 2023 80.38%
August 31, 2023 80.38%
July 31, 2023 80.38%
June 30, 2023 80.38%
May 31, 2023 80.38%
April 30, 2023 80.38%
March 31, 2023 80.38%
February 28, 2023 80.38%
January 31, 2023 80.38%
December 31, 2022 80.38%
November 30, 2022 80.38%
October 31, 2022 80.38%
Date Value
September 30, 2022 80.38%
August 31, 2022 80.38%
July 31, 2022 80.38%
June 30, 2022 80.38%
May 31, 2022 80.38%
April 30, 2022 54.15%
March 31, 2022 50.40%
February 28, 2022 50.40%
January 31, 2022 50.40%
December 31, 2021 50.40%
November 30, 2021 50.40%
October 31, 2021 50.40%
September 30, 2021 50.40%
August 31, 2021 50.40%
July 31, 2021 50.40%
June 30, 2021 50.40%
May 31, 2021 50.40%
April 30, 2021 50.40%
March 31, 2021 50.40%
February 28, 2021 50.40%
January 31, 2021 50.40%
December 31, 2020 50.40%
November 30, 2020 50.40%
October 31, 2020 50.40%
September 30, 2020 50.40%

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

36.23%
Minimum
Nov 2019
80.38%
Maximum
May 2022
64.51%
Average
67.27%
Median

Max Drawdown (5Y) Benchmarks