Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.61%
September 30, 2024 96.35%
August 31, 2024 95.93%
July 31, 2024 95.93%
June 30, 2024 95.93%
May 31, 2024 95.93%
April 30, 2024 95.93%
March 31, 2024 95.93%
February 29, 2024 95.93%
January 31, 2024 95.93%
December 31, 2023 95.93%
November 30, 2023 95.93%
October 31, 2023 95.93%
September 30, 2023 95.03%
August 31, 2023 94.54%
July 31, 2023 94.54%
June 30, 2023 94.54%
May 31, 2023 94.54%
April 30, 2023 93.93%
March 31, 2023 93.75%
February 28, 2023 93.75%
January 31, 2023 93.75%
December 31, 2022 93.90%
November 30, 2022 93.90%
October 31, 2022 93.90%
Date Value
September 30, 2022 93.90%
August 31, 2022 93.90%
July 31, 2022 93.90%
June 30, 2022 93.90%
May 31, 2022 95.39%
April 30, 2022 95.50%
March 31, 2022 95.98%
February 28, 2022 96.84%
January 31, 2022 97.49%
December 31, 2021 97.94%
November 30, 2021 97.94%
October 31, 2021 97.94%
September 30, 2021 97.94%
August 31, 2021 97.94%
July 31, 2021 97.94%
June 30, 2021 97.94%
May 31, 2021 97.94%
April 30, 2021 97.94%
March 31, 2021 97.94%
February 28, 2021 97.94%
January 31, 2021 97.94%
December 31, 2020 97.94%
November 30, 2020 97.94%
October 31, 2020 97.94%
September 30, 2020 97.94%

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

93.75%
Minimum
Feb 2023
97.94%
Maximum
Nov 2019
96.36%
Average
96.16%
Median

Max Drawdown (5Y) Benchmarks