Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.93%
September 30, 2024 99.93%
August 31, 2024 99.92%
July 31, 2024 99.84%
June 30, 2024 99.81%
May 31, 2024 99.63%
April 30, 2024 99.63%
March 31, 2024 99.49%
February 29, 2024 99.44%
January 31, 2024 99.36%
December 31, 2023 99.15%
November 30, 2023 99.12%
October 31, 2023 99.08%
September 30, 2023 99.00%
August 31, 2023 98.22%
July 31, 2023 98.09%
June 30, 2023 98.09%
May 31, 2023 97.97%
April 30, 2023 97.81%
March 31, 2023 97.00%
February 28, 2023 96.52%
January 31, 2023 96.52%
December 31, 2022 96.52%
November 30, 2022 96.23%
October 31, 2022 96.23%
Date Value
September 30, 2022 96.23%
August 31, 2022 96.23%
July 31, 2022 96.23%
June 30, 2022 96.23%
May 31, 2022 96.23%
April 30, 2022 96.23%
March 31, 2022 96.23%
February 28, 2022 96.23%
January 31, 2022 96.23%
December 31, 2021 96.23%
November 30, 2021 96.23%
October 31, 2021 96.23%
September 30, 2021 96.23%
August 31, 2021 96.23%
July 31, 2021 96.23%
June 30, 2021 96.23%
May 31, 2021 96.23%
April 30, 2021 96.23%
March 31, 2021 96.23%
February 28, 2021 96.23%
January 31, 2021 96.23%
December 31, 2020 96.23%
November 30, 2020 96.23%
October 31, 2020 96.23%
September 30, 2020 96.23%

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

96.23%
Minimum
Nov 2019
99.93%
Maximum
Sep 2024
97.18%
Average
96.23%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks