Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 83.99%
September 30, 2024 84.65%
August 31, 2024 85.02%
July 31, 2024 85.97%
June 30, 2024 86.82%
May 31, 2024 87.24%
April 30, 2024 88.76%
March 31, 2024 89.62%
February 29, 2024 89.62%
January 31, 2024 93.67%
December 31, 2023 93.67%
November 30, 2023 94.03%
October 31, 2023 94.03%
September 30, 2023 94.03%
August 31, 2023 94.03%
July 31, 2023 94.03%
June 30, 2023 94.03%
May 31, 2023 94.03%
April 30, 2023 94.03%
March 31, 2023 94.03%
February 28, 2023 94.03%
January 31, 2023 94.03%
December 31, 2022 94.03%
November 30, 2022 94.03%
October 31, 2022 94.03%
Date Value
September 30, 2022 94.03%
August 31, 2022 94.03%
July 31, 2022 96.22%
June 30, 2022 96.37%
May 31, 2022 96.69%
April 30, 2022 96.82%
March 31, 2022 96.82%
February 28, 2022 97.53%
January 31, 2022 97.87%
December 31, 2021 97.87%
November 30, 2021 97.87%
October 31, 2021 97.87%
September 30, 2021 97.87%
August 31, 2021 97.87%
July 31, 2021 97.87%
June 30, 2021 97.87%
May 31, 2021 97.87%
April 30, 2021 97.87%
March 31, 2021 97.87%
February 28, 2021 97.87%
January 31, 2021 97.87%
December 31, 2020 97.87%
November 30, 2020 97.87%
October 31, 2020 97.87%
September 30, 2020 97.87%

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

83.99%
Minimum
Oct 2024
97.87%
Maximum
Nov 2019
94.94%
Average
96.75%
Median