Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.83%
August 31, 2024 99.76%
July 31, 2024 99.72%
June 30, 2024 99.71%
May 31, 2024 99.58%
April 30, 2024 99.58%
March 31, 2024 99.58%
February 29, 2024 99.58%
January 31, 2024 99.58%
December 31, 2023 99.58%
November 30, 2023 99.55%
October 31, 2023 99.38%
September 30, 2023 99.38%
August 31, 2023 99.38%
July 31, 2023 99.38%
June 30, 2023 99.38%
May 31, 2023 99.38%
April 30, 2023 98.92%
March 31, 2023 98.92%
February 28, 2023 98.92%
January 31, 2023 98.92%
December 31, 2022 98.92%
November 30, 2022 98.57%
October 31, 2022 98.57%
September 30, 2022 98.57%
Date Value
August 31, 2022 98.12%
July 31, 2022 98.12%
June 30, 2022 92.93%
May 31, 2022 92.04%
April 30, 2022 84.84%
March 31, 2022 80.51%
February 28, 2022 77.01%
January 31, 2022 73.95%
December 31, 2021 68.98%
November 30, 2021 57.58%
October 31, 2021 30.90%
September 30, 2021 30.90%
August 31, 2021 30.90%
July 31, 2021 30.90%
June 30, 2021 28.28%
May 31, 2021 28.28%
April 30, 2021 28.28%
March 31, 2021 28.28%
February 28, 2021 19.51%
January 31, 2021 17.71%
December 31, 2020 14.27%
November 30, 2020 3.47%
October 31, 2020 3.47%
September 30, 2020 3.47%
August 31, 2020 3.47%

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

0.59%
Minimum
Oct 2019
99.83%
Maximum
Sep 2024
60.49%
Average
82.68%
Median