Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.57%
September 30, 2024 99.44%
August 31, 2024 99.40%
July 31, 2024 99.40%
June 30, 2024 99.40%
May 31, 2024 99.40%
April 30, 2024 99.40%
March 31, 2024 99.40%
February 29, 2024 99.40%
January 31, 2024 99.40%
December 31, 2023 99.12%
November 30, 2023 99.12%
October 31, 2023 99.12%
September 30, 2023 98.66%
August 31, 2023 98.66%
July 31, 2023 98.66%
June 30, 2023 98.66%
May 31, 2023 98.66%
April 30, 2023 98.66%
March 31, 2023 98.66%
February 28, 2023 98.66%
January 31, 2023 98.66%
December 31, 2022 98.66%
November 30, 2022 98.07%
October 31, 2022 97.26%
Date Value
September 30, 2022 96.08%
August 31, 2022 94.34%
July 31, 2022 94.29%
June 30, 2022 94.29%
May 31, 2022 94.29%
April 30, 2022 92.78%
March 31, 2022 91.82%
February 28, 2022 91.82%
January 31, 2022 91.82%
December 31, 2021 91.82%
November 30, 2021 91.82%
October 31, 2021 91.82%
September 30, 2021 91.82%
August 31, 2021 91.82%
July 31, 2021 91.82%
June 30, 2021 91.82%
May 31, 2021 91.82%
April 30, 2021 91.82%
March 31, 2021 91.82%
February 28, 2021 91.82%
January 31, 2021 91.82%
December 31, 2020 91.82%
November 30, 2020 91.82%
October 31, 2020 91.82%
September 30, 2020 91.82%

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

91.42%
Minimum
Nov 2019
99.57%
Maximum
Oct 2024
95.01%
Average
93.53%
Median