Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.43%
September 30, 2024 94.43%
August 31, 2024 94.43%
July 31, 2024 94.43%
June 30, 2024 94.43%
May 31, 2024 94.43%
April 30, 2024 94.43%
March 31, 2024 94.43%
February 29, 2024 94.43%
January 31, 2024 94.43%
December 31, 2023 94.43%
November 30, 2023 94.43%
October 31, 2023 94.43%
September 30, 2023 94.43%
August 31, 2023 94.43%
July 31, 2023 94.43%
June 30, 2023 94.43%
May 31, 2023 94.43%
April 30, 2023 94.43%
March 31, 2023 94.43%
February 28, 2023 94.43%
January 31, 2023 94.43%
December 31, 2022 94.43%
November 30, 2022 94.41%
October 31, 2022 93.34%
Date Value
September 30, 2022 92.53%
August 31, 2022 92.04%
July 31, 2022 92.04%
June 30, 2022 92.04%
May 31, 2022 90.00%
April 30, 2022 81.85%
March 31, 2022 77.13%
February 28, 2022 70.49%
January 31, 2022 70.05%
December 31, 2021 70.05%
November 30, 2021 70.05%
October 31, 2021 70.05%
September 30, 2021 70.05%
August 31, 2021 70.05%
July 31, 2021 70.05%
June 30, 2021 70.05%
May 31, 2021 70.05%
April 30, 2021 70.05%
March 31, 2021 70.05%
February 28, 2021 70.05%
January 31, 2021 70.05%
December 31, 2020 70.05%
November 30, 2020 70.05%
October 31, 2020 70.05%
September 30, 2020 70.05%

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

1.58%
Minimum
Nov 2019
94.43%
Maximum
Dec 2022
78.51%
Average
85.93%
Median