Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 81.58%
September 30, 2024 81.58%
August 31, 2024 81.58%
July 31, 2024 81.58%
June 30, 2024 81.58%
May 31, 2024 81.58%
April 30, 2024 81.58%
March 31, 2024 81.58%
February 29, 2024 81.58%
January 31, 2024 81.58%
December 31, 2023 81.58%
November 30, 2023 81.58%
October 31, 2023 81.58%
September 30, 2023 81.58%
August 31, 2023 81.58%
July 31, 2023 81.58%
June 30, 2023 81.58%
May 31, 2023 81.58%
April 30, 2023 81.58%
March 31, 2023 81.58%
February 28, 2023 81.58%
January 31, 2023 81.58%
December 31, 2022 81.58%
November 30, 2022 81.58%
October 31, 2022 81.58%
Date Value
September 30, 2022 81.58%
August 31, 2022 81.58%
July 31, 2022 82.23%
June 30, 2022 82.23%
May 31, 2022 82.23%
April 30, 2022 82.23%
March 31, 2022 82.23%
February 28, 2022 82.23%
January 31, 2022 82.23%
December 31, 2021 82.23%
November 30, 2021 82.23%
October 31, 2021 82.23%
September 30, 2021 82.23%
August 31, 2021 82.23%
July 31, 2021 82.23%
June 30, 2021 82.23%
May 31, 2021 84.80%
April 30, 2021 85.93%
March 31, 2021 90.33%
February 28, 2021 90.33%
January 31, 2021 93.44%
December 31, 2020 93.88%
November 30, 2020 93.98%
October 31, 2020 94.18%
September 30, 2020 94.18%

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

81.58%
Minimum
Aug 2022
94.68%
Maximum
Nov 2019
85.35%
Average
82.23%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks