Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.72%
September 30, 2024 99.72%
August 31, 2024 99.72%
July 31, 2024 99.68%
June 30, 2024 99.68%
May 31, 2024 99.63%
April 30, 2024 99.48%
March 31, 2024 99.03%
February 29, 2024 99.03%
January 31, 2024 99.03%
December 31, 2023 98.89%
November 30, 2023 98.89%
October 31, 2023 98.59%
September 30, 2023 98.42%
August 31, 2023 98.35%
July 31, 2023 98.35%
June 30, 2023 97.81%
May 31, 2023 97.67%
April 30, 2023 97.22%
March 31, 2023 96.86%
February 28, 2023 96.86%
January 31, 2023 95.75%
December 31, 2022 95.75%
November 30, 2022 94.08%
October 31, 2022 87.34%
Date Value
September 30, 2022 79.80%
August 31, 2022 79.80%
July 31, 2022 79.80%
June 30, 2022 79.80%
May 31, 2022 79.80%
April 30, 2022 74.63%
March 31, 2022 73.27%
February 28, 2022 73.27%
January 31, 2022 73.06%
December 31, 2021 65.27%
November 30, 2021 64.76%
October 31, 2021 64.51%
September 30, 2021 63.49%
August 31, 2021 61.67%
July 31, 2021 58.03%
June 30, 2021 57.06%
May 31, 2021 57.06%
April 30, 2021 43.54%
March 31, 2021 35.00%
February 28, 2021 35.00%
January 31, 2021 35.00%
December 31, 2020 35.00%
November 30, 2020 35.00%
October 31, 2020 35.00%
September 30, 2020 35.00%

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

7.22%
Minimum
Nov 2019
99.72%
Maximum
Aug 2024
69.58%
Average
77.22%
Median

Max Drawdown (5Y) Benchmarks