Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.88%
September 30, 2024 57.88%
August 31, 2024 57.88%
July 31, 2024 57.88%
June 30, 2024 57.88%
May 31, 2024 57.88%
April 30, 2024 57.88%
March 31, 2024 57.88%
February 29, 2024 57.88%
January 31, 2024 57.88%
December 31, 2023 57.88%
November 30, 2023 57.88%
October 31, 2023 57.88%
September 30, 2023 57.88%
August 31, 2023 57.88%
July 31, 2023 57.88%
June 30, 2023 57.88%
May 31, 2023 57.88%
April 30, 2023 57.88%
March 31, 2023 57.88%
February 28, 2023 57.88%
January 31, 2023 57.88%
December 31, 2022 57.88%
November 30, 2022 57.88%
October 31, 2022 57.88%
Date Value
September 30, 2022 57.88%
August 31, 2022 57.88%
July 31, 2022 57.88%
June 30, 2022 57.88%
May 31, 2022 57.88%
April 30, 2022 57.88%
March 31, 2022 57.88%
February 28, 2022 57.88%
January 31, 2022 57.88%
December 31, 2021 60.38%
November 30, 2021 62.22%
October 31, 2021 67.12%
September 30, 2021 73.14%
August 31, 2021 75.61%
July 31, 2021 75.61%
June 30, 2021 80.31%
May 31, 2021 83.94%
April 30, 2021 84.02%
March 31, 2021 84.02%
February 28, 2021 88.31%
January 31, 2021 91.58%
December 31, 2020 91.66%
November 30, 2020 91.66%
October 31, 2020 91.66%
September 30, 2020 91.66%

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

57.88%
Minimum
Jan 2022
91.66%
Maximum
Nov 2019
69.62%
Average
57.88%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks