Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 46.16%
September 30, 2024 46.16%
August 31, 2024 46.16%
July 31, 2024 46.16%
June 30, 2024 46.16%
May 31, 2024 46.16%
April 30, 2024 46.16%
March 31, 2024 46.16%
February 29, 2024 46.16%
January 31, 2024 46.16%
December 31, 2023 40.54%
November 30, 2023 40.54%
October 31, 2023 40.54%
September 30, 2023 40.54%
August 31, 2023 40.54%
July 31, 2023 40.54%
June 30, 2023 40.54%
May 31, 2023 40.54%
April 30, 2023 40.54%
March 31, 2023 40.54%
February 28, 2023 40.54%
January 31, 2023 40.54%
December 31, 2022 40.54%
November 30, 2022 40.54%
October 31, 2022 40.54%
Date Value
September 30, 2022 40.54%
August 31, 2022 40.54%
July 31, 2022 40.54%
June 30, 2022 40.54%
May 31, 2022 40.54%
April 30, 2022 40.54%
March 31, 2022 40.54%
February 28, 2022 40.54%
January 31, 2022 40.54%
December 31, 2021 40.54%
November 30, 2021 40.54%
October 31, 2021 40.54%
September 30, 2021 40.54%
August 31, 2021 40.54%
July 31, 2021 40.54%
June 30, 2021 40.54%
May 31, 2021 40.54%
April 30, 2021 40.54%
March 31, 2021 40.54%
February 28, 2021 40.54%
January 31, 2021 40.54%
December 31, 2020 41.86%
November 30, 2020 41.86%
October 31, 2020 41.86%
September 30, 2020 41.86%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

40.54%
Minimum
Jan 2021
46.16%
Maximum
Jan 2024
41.78%
Average
40.54%
Median
Jan 2021

Max Drawdown (5Y) Benchmarks