Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.85%
September 30, 2024 94.85%
August 31, 2024 94.85%
July 31, 2024 94.85%
June 30, 2024 94.57%
May 31, 2024 94.57%
April 30, 2024 94.57%
March 31, 2024 94.57%
February 29, 2024 94.57%
January 31, 2024 94.57%
December 31, 2023 94.57%
November 30, 2023 94.57%
October 31, 2023 94.57%
September 30, 2023 94.57%
August 31, 2023 94.57%
July 31, 2023 94.57%
June 30, 2023 94.57%
May 31, 2023 94.57%
April 30, 2023 94.57%
March 31, 2023 94.57%
February 28, 2023 94.57%
January 31, 2023 94.57%
December 31, 2022 94.57%
November 30, 2022 92.98%
October 31, 2022 92.98%
Date Value
September 30, 2022 92.82%
August 31, 2022 87.56%
July 31, 2022 86.02%
June 30, 2022 66.09%
May 31, 2022 52.23%
April 30, 2022 52.23%
March 31, 2022 52.23%
February 28, 2022 24.35%
January 31, 2022 24.35%
December 31, 2021 24.35%
November 30, 2021 24.35%
October 31, 2021 24.35%
September 30, 2021 24.35%
August 31, 2021 24.35%
July 31, 2021 24.35%
June 30, 2021 24.35%
May 31, 2021 24.35%
April 30, 2021 24.35%
March 31, 2021 24.35%
February 28, 2021 24.35%
January 31, 2021 24.35%
December 31, 2020 24.35%
November 30, 2020 24.35%
October 31, 2020 24.35%
September 30, 2020 24.35%

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

21.85%
Minimum
Nov 2019
94.85%
Maximum
Jul 2024
58.68%
Average
52.23%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks