Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.67%
September 30, 2024 97.67%
August 31, 2024 97.85%
July 31, 2024 98.40%
June 30, 2024 98.40%
May 31, 2024 98.89%
April 30, 2024 98.89%
March 31, 2024 98.89%
February 29, 2024 98.89%
January 31, 2024 98.89%
December 31, 2023 98.89%
November 30, 2023 98.89%
October 31, 2023 98.89%
September 30, 2023 98.89%
August 31, 2023 98.89%
July 31, 2023 98.89%
June 30, 2023 98.89%
May 31, 2023 98.89%
April 30, 2023 98.89%
March 31, 2023 98.89%
February 28, 2023 98.89%
January 31, 2023 98.89%
December 31, 2022 98.89%
November 30, 2022 98.89%
October 31, 2022 98.89%
Date Value
September 30, 2022 98.89%
August 31, 2022 98.89%
July 31, 2022 98.89%
June 30, 2022 98.89%
May 31, 2022 98.89%
April 30, 2022 98.89%
March 31, 2022 98.89%
February 28, 2022 98.89%
January 31, 2022 98.89%
December 31, 2021 98.89%
November 30, 2021 98.89%
October 31, 2021 98.89%
September 30, 2021 98.89%
August 31, 2021 98.89%
July 31, 2021 98.89%
June 30, 2021 98.89%
May 31, 2021 98.89%
April 30, 2021 98.89%
March 31, 2021 98.89%
February 28, 2021 98.89%
January 31, 2021 98.89%
December 31, 2020 98.89%
November 30, 2020 98.89%
October 31, 2020 98.89%
September 30, 2020 98.89%

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

97.67%
Minimum
Sep 2024
98.89%
Maximum
Nov 2019
98.81%
Average
98.89%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks