Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 80.66%
September 30, 2024 79.91%
August 31, 2024 78.98%
July 31, 2024 78.98%
June 30, 2024 77.71%
May 31, 2024 76.91%
April 30, 2024 76.33%
March 31, 2024 71.48%
February 29, 2024 70.90%
January 31, 2024 70.90%
December 31, 2023 70.90%
November 30, 2023 70.32%
October 31, 2023 70.25%
September 30, 2023 67.38%
August 31, 2023 67.38%
July 31, 2023 67.38%
June 30, 2023 67.09%
May 31, 2023 66.28%
April 30, 2023 65.82%
March 31, 2023 65.82%
February 28, 2023 65.82%
January 31, 2023 65.82%
December 31, 2022 65.55%
November 30, 2022 65.15%
October 31, 2022 65.15%
Date Value
September 30, 2022 65.15%
August 31, 2022 65.15%
July 31, 2022 65.15%
June 30, 2022 64.84%
May 31, 2022 64.84%
April 30, 2022 50.12%
March 31, 2022 50.12%
February 28, 2022 50.12%
January 31, 2022 50.12%
December 31, 2021 50.00%
November 30, 2021 48.98%
October 31, 2021 48.98%
September 30, 2021 48.98%
August 31, 2021 48.98%
July 31, 2021 48.98%
June 30, 2021 48.98%
May 31, 2021 48.98%
April 30, 2021 48.98%
March 31, 2021 48.98%
February 28, 2021 48.98%
January 31, 2021 48.98%
December 31, 2020 48.98%
November 30, 2020 48.98%
October 31, 2020 48.98%
September 30, 2020 48.98%

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

24.72%
Minimum
Nov 2019
80.66%
Maximum
Oct 2024
57.89%
Average
57.48%
Median