Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 72.22%
September 30, 2024 72.22%
August 31, 2024 72.22%
July 31, 2024 72.22%
June 30, 2024 72.22%
May 31, 2024 72.22%
April 30, 2024 72.22%
March 31, 2024 72.22%
February 29, 2024 72.22%
January 31, 2024 72.22%
December 31, 2023 72.22%
November 30, 2023 72.22%
October 31, 2023 70.19%
September 30, 2023 63.45%
August 31, 2023 59.72%
July 31, 2023 57.60%
June 30, 2023 57.60%
May 31, 2023 57.60%
April 30, 2023 42.67%
March 31, 2023 42.67%
February 28, 2023 42.67%
January 31, 2023 42.67%
December 31, 2022 42.67%
November 30, 2022 42.67%
October 31, 2022 42.67%
Date Value
September 30, 2022 42.67%
August 31, 2022 42.67%
July 31, 2022 42.67%
June 30, 2022 42.67%
May 31, 2022 42.67%
April 30, 2022 42.67%
March 31, 2022 42.67%
February 28, 2022 42.67%
January 31, 2022 42.67%
December 31, 2021 42.67%
November 30, 2021 42.67%
October 31, 2021 42.67%
September 30, 2021 42.67%
August 31, 2021 42.67%
July 31, 2021 42.67%
June 30, 2021 42.67%
May 31, 2021 42.67%
April 30, 2021 42.67%
March 31, 2021 42.67%
February 28, 2021 43.93%
January 31, 2021 50.12%
December 31, 2020 51.96%
November 30, 2020 51.96%
October 31, 2020 51.96%
September 30, 2020 51.96%

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

42.67%
Minimum
Mar 2021
72.22%
Maximum
Nov 2023
52.79%
Average
51.96%
Median
Feb 2020

Max Drawdown (5Y) Benchmarks