Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 47.85%
September 30, 2024 47.85%
August 31, 2024 47.85%
July 31, 2024 47.85%
June 30, 2024 47.85%
May 31, 2024 47.85%
April 30, 2024 47.85%
March 31, 2024 47.85%
February 29, 2024 47.85%
January 31, 2024 47.85%
December 31, 2023 47.85%
November 30, 2023 47.85%
October 31, 2023 47.85%
September 30, 2023 47.85%
August 31, 2023 47.85%
July 31, 2023 47.85%
June 30, 2023 47.85%
May 31, 2023 47.85%
April 30, 2023 47.85%
March 31, 2023 47.85%
February 28, 2023 47.85%
January 31, 2023 47.85%
December 31, 2022 47.85%
November 30, 2022 47.85%
October 31, 2022 45.05%
Date Value
September 30, 2022 45.05%
August 31, 2022 45.05%
July 31, 2022 45.05%
June 30, 2022 45.05%
May 31, 2022 40.03%
April 30, 2022 32.90%
March 31, 2022 30.68%
February 28, 2022 30.68%
January 31, 2022 30.68%
December 31, 2021 30.68%
November 30, 2021 30.68%
October 31, 2021 30.68%
September 30, 2021 30.68%
August 31, 2021 30.68%
July 31, 2021 30.68%
June 30, 2021 30.68%
May 31, 2021 30.68%
April 30, 2021 30.68%
March 31, 2021 30.68%
February 28, 2021 33.76%
January 31, 2021 33.84%
December 31, 2020 33.84%
November 30, 2020 33.84%
October 31, 2020 33.84%
September 30, 2020 33.84%

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

30.68%
Minimum
Mar 2021
47.85%
Maximum
Nov 2022
39.78%
Average
36.93%
Median

Max Drawdown (5Y) Benchmarks