Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.26%
September 30, 2024 91.26%
August 31, 2024 90.82%
July 31, 2024 90.82%
June 30, 2024 90.82%
May 31, 2024 90.82%
April 30, 2024 90.82%
March 31, 2024 90.66%
February 29, 2024 90.66%
January 31, 2024 90.66%
December 31, 2023 90.66%
November 30, 2023 90.66%
October 31, 2023 90.66%
September 30, 2023 89.00%
August 31, 2023 85.22%
July 31, 2023 84.71%
June 30, 2023 78.02%
May 31, 2023 78.02%
April 30, 2023 78.02%
March 31, 2023 78.02%
February 28, 2023 78.02%
January 31, 2023 78.02%
December 31, 2022 78.02%
November 30, 2022 78.02%
October 31, 2022 78.02%
Date Value
September 30, 2022 78.02%
August 31, 2022 77.03%
July 31, 2022 77.03%
June 30, 2022 77.03%
May 31, 2022 77.03%
April 30, 2022 75.50%
March 31, 2022 74.49%
February 28, 2022 69.68%
January 31, 2022 62.72%
December 31, 2021 62.72%
November 30, 2021 62.72%
October 31, 2021 59.64%
September 30, 2021 57.99%
August 31, 2021 57.99%
July 31, 2021 57.62%
June 30, 2021 57.62%
May 31, 2021 57.62%
April 30, 2021 57.62%
March 31, 2021 57.62%
February 28, 2021 57.62%
January 31, 2021 57.62%
December 31, 2020 57.62%
November 30, 2020 57.62%
October 31, 2020 53.67%
September 30, 2020 53.67%

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

25.36%
Minimum
Nov 2019
91.26%
Maximum
Sep 2024
69.48%
Average
76.27%
Median

Max Drawdown (5Y) Benchmarks