Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 56.89%
September 30, 2024 56.89%
August 31, 2024 56.89%
July 31, 2024 56.89%
June 30, 2024 56.89%
May 31, 2024 56.89%
April 30, 2024 56.89%
March 31, 2024 56.89%
February 29, 2024 56.89%
January 31, 2024 56.89%
December 31, 2023 56.89%
November 30, 2023 56.89%
October 31, 2023 56.89%
September 30, 2023 56.89%
August 31, 2023 56.89%
July 31, 2023 56.89%
June 30, 2023 56.89%
May 31, 2023 56.89%
April 30, 2023 56.89%
March 31, 2023 56.89%
February 28, 2023 56.89%
January 31, 2023 56.89%
December 31, 2022 56.89%
November 30, 2022 56.60%
October 31, 2022 56.31%
Date Value
September 30, 2022 54.23%
August 31, 2022 54.23%
July 31, 2022 54.23%
June 30, 2022 54.23%
May 31, 2022 51.84%
April 30, 2022 47.32%
March 31, 2022 44.44%
February 28, 2022 42.35%
January 31, 2022 38.88%
December 31, 2021 31.75%
November 30, 2021 31.75%
October 31, 2021 31.75%
September 30, 2021 31.75%
August 31, 2021 31.75%
July 31, 2021 31.75%
June 30, 2021 31.75%
May 31, 2021 31.75%
April 30, 2021 31.75%
March 31, 2021 31.75%
February 28, 2021 29.59%
January 31, 2021 29.59%
December 31, 2020 29.59%
November 30, 2020 29.59%
October 31, 2020 29.59%
September 30, 2020 29.59%

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

28.37%
Minimum
Nov 2019
56.89%
Maximum
Dec 2022
44.15%
Average
49.58%
Median