Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.66%
September 30, 2024 92.24%
August 31, 2024 92.24%
July 31, 2024 92.24%
June 30, 2024 90.39%
May 31, 2024 89.07%
April 30, 2024 87.94%
March 31, 2024 87.94%
February 29, 2024 87.94%
January 31, 2024 87.94%
December 31, 2023 87.94%
November 30, 2023 87.94%
October 31, 2023 87.94%
September 30, 2023 87.94%
August 31, 2023 87.94%
July 31, 2023 87.94%
June 30, 2023 87.94%
May 31, 2023 87.94%
April 30, 2023 87.94%
March 31, 2023 87.94%
February 28, 2023 87.94%
January 31, 2023 87.94%
December 31, 2022 87.94%
November 30, 2022 87.94%
October 31, 2022 87.94%
Date Value
September 30, 2022 85.93%
August 31, 2022 83.74%
July 31, 2022 82.88%
June 30, 2022 81.74%
May 31, 2022 80.41%
April 30, 2022 76.40%
March 31, 2022 72.48%
February 28, 2022 65.25%
January 31, 2022 57.57%
December 31, 2021 51.63%
November 30, 2021 51.63%
October 31, 2021 51.63%
September 30, 2021 51.63%
August 31, 2021 51.63%
July 31, 2021 51.63%
June 30, 2021 51.63%
May 31, 2021 51.63%
April 30, 2021 51.63%
March 31, 2021 51.63%
February 28, 2021 51.63%
January 31, 2021 51.63%
December 31, 2020 51.63%
November 30, 2020 51.63%
October 31, 2020 51.63%
September 30, 2020 51.63%

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

25.69%
Minimum
Nov 2019
92.66%
Maximum
Oct 2024
69.18%
Average
78.40%
Median