Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 93.33%
September 30, 2024 93.33%
August 31, 2024 93.33%
July 31, 2024 93.33%
June 30, 2024 93.33%
May 31, 2024 93.33%
April 30, 2024 92.69%
March 31, 2024 92.50%
February 29, 2024 92.50%
January 31, 2024 92.50%
December 31, 2023 92.50%
November 30, 2023 92.50%
October 31, 2023 92.50%
September 30, 2023 92.22%
August 31, 2023 92.14%
July 31, 2023 91.58%
June 30, 2023 91.58%
May 31, 2023 91.58%
April 30, 2023 91.58%
March 31, 2023 91.58%
February 28, 2023 91.58%
January 31, 2023 91.58%
December 31, 2022 91.58%
November 30, 2022 91.49%
October 31, 2022 91.49%
Date Value
September 30, 2022 91.49%
August 31, 2022 91.49%
July 31, 2022 91.49%
June 30, 2022 91.49%
May 31, 2022 91.49%
April 30, 2022 91.49%
March 31, 2022 91.49%
February 28, 2022 91.49%
January 31, 2022 91.49%
December 31, 2021 91.49%
November 30, 2021 91.49%
October 31, 2021 91.49%
September 30, 2021 91.49%
August 31, 2021 91.49%
July 31, 2021 91.49%
June 30, 2021 91.49%
May 31, 2021 91.49%
April 30, 2021 91.49%
March 31, 2021 91.49%
February 28, 2021 91.49%
January 31, 2021 91.49%
December 31, 2020 91.49%
November 30, 2020 91.49%
October 31, 2020 91.12%
September 30, 2020 89.45%

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

77.34%
Minimum
Nov 2019
93.33%
Maximum
May 2024
90.71%
Average
91.49%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks