Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 73.29%
September 30, 2024 73.29%
August 31, 2024 73.29%
July 31, 2024 73.29%
June 30, 2024 73.29%
May 31, 2024 73.29%
April 30, 2024 73.29%
March 31, 2024 73.29%
February 29, 2024 73.29%
January 31, 2024 73.29%
December 31, 2023 73.29%
November 30, 2023 73.29%
October 31, 2023 73.29%
September 30, 2023 73.29%
August 31, 2023 73.29%
July 31, 2023 73.29%
June 30, 2023 73.29%
May 31, 2023 73.29%
April 30, 2023 73.29%
March 31, 2023 73.29%
February 28, 2023 73.29%
January 31, 2023 73.29%
December 31, 2022 73.29%
November 30, 2022 73.29%
October 31, 2022 73.29%
Date Value
September 30, 2022 64.82%
August 31, 2022 61.18%
July 31, 2022 59.79%
June 30, 2022 59.18%
May 31, 2022 59.18%
April 30, 2022 59.18%
March 31, 2022 59.18%
February 28, 2022 47.14%
January 31, 2022 47.14%
December 31, 2021 47.14%
November 30, 2021 47.14%
October 31, 2021 47.14%
September 30, 2021 47.14%
August 31, 2021 47.14%
July 31, 2021 47.14%
June 30, 2021 47.14%
May 31, 2021 47.14%
April 30, 2021 47.14%
March 31, 2021 47.14%
February 28, 2021 47.14%
January 31, 2021 47.14%
December 31, 2020 47.14%
November 30, 2020 47.14%
October 31, 2020 47.14%
September 30, 2020 47.14%

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

47.14%
Minimum
Nov 2019
73.29%
Maximum
Oct 2022
59.58%
Average
59.18%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks