Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.62%
September 30, 2024 99.61%
August 31, 2024 99.51%
July 31, 2024 99.45%
June 30, 2024 99.29%
May 31, 2024 99.29%
April 30, 2024 99.29%
March 31, 2024 99.29%
February 29, 2024 99.29%
January 31, 2024 99.29%
December 31, 2023 99.29%
November 30, 2023 99.29%
October 31, 2023 99.29%
September 30, 2023 99.28%
August 31, 2023 99.09%
July 31, 2023 98.13%
June 30, 2023 98.13%
May 31, 2023 98.05%
April 30, 2023 98.02%
March 31, 2023 98.02%
February 28, 2023 98.02%
January 31, 2023 98.02%
December 31, 2022 98.02%
November 30, 2022 98.02%
October 31, 2022 98.02%
Date Value
September 30, 2022 98.02%
August 31, 2022 98.02%
July 31, 2022 98.02%
June 30, 2022 98.02%
May 31, 2022 98.02%
April 30, 2022 98.02%
March 31, 2022 98.02%
February 28, 2022 98.02%
January 31, 2022 98.02%
December 31, 2021 98.02%
November 30, 2021 98.02%
October 31, 2021 98.02%
September 30, 2021 98.02%
August 31, 2021 98.02%
July 31, 2021 98.02%
June 30, 2021 98.02%
May 31, 2021 98.02%
April 30, 2021 98.02%
March 31, 2021 98.02%
February 28, 2021 98.02%
January 31, 2021 98.02%
December 31, 2020 98.02%
November 30, 2020 98.02%
October 31, 2020 98.02%
September 30, 2020 98.02%

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

93.51%
Minimum
Nov 2019
99.62%
Maximum
Oct 2024
98.13%
Average
98.02%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks