Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.02%
September 30, 2024 57.02%
August 31, 2024 57.02%
July 31, 2024 57.02%
June 30, 2024 57.02%
May 31, 2024 57.02%
April 30, 2024 57.02%
March 31, 2024 57.02%
February 29, 2024 57.02%
January 31, 2024 57.02%
December 31, 2023 57.02%
November 30, 2023 57.02%
October 31, 2023 57.02%
September 30, 2023 54.37%
August 31, 2023 54.37%
July 31, 2023 54.37%
June 30, 2023 54.37%
May 31, 2023 54.37%
April 30, 2023 54.37%
March 31, 2023 54.37%
February 28, 2023 54.37%
January 31, 2023 54.37%
December 31, 2022 54.37%
November 30, 2022 54.37%
October 31, 2022 54.37%
Date Value
September 30, 2022 51.15%
August 31, 2022 51.15%
July 31, 2022 51.15%
June 30, 2022 51.15%
May 31, 2022 47.73%
April 30, 2022 43.97%
March 31, 2022 39.30%
February 28, 2022 38.06%
January 31, 2022 38.06%
December 31, 2021 38.06%
November 30, 2021 38.06%
October 31, 2021 38.06%
September 30, 2021 38.06%
August 31, 2021 38.06%
July 31, 2021 38.06%
June 30, 2021 38.06%
May 31, 2021 38.06%
April 30, 2021 38.06%
March 31, 2021 38.06%
February 28, 2021 38.06%
January 31, 2021 38.06%
December 31, 2020 38.06%
November 30, 2020 38.06%
October 31, 2020 38.06%
September 30, 2020 38.06%

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

31.38%
Minimum
Nov 2019
57.02%
Maximum
Oct 2023
46.14%
Average
45.85%
Median