Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 58.57%
August 31, 2024 58.57%
July 31, 2024 58.57%
June 30, 2024 58.57%
May 31, 2024 58.57%
April 30, 2024 58.57%
March 31, 2024 58.57%
February 29, 2024 58.57%
January 31, 2024 58.57%
December 31, 2023 58.57%
November 30, 2023 58.57%
October 31, 2023 58.57%
September 30, 2023 58.57%
August 31, 2023 58.57%
July 31, 2023 58.57%
June 30, 2023 58.57%
May 31, 2023 58.57%
April 30, 2023 58.57%
March 31, 2023 58.57%
February 28, 2023 58.57%
January 31, 2023 58.57%
December 31, 2022 58.57%
November 30, 2022 55.07%
October 31, 2022 54.10%
September 30, 2022 53.95%
Date Value
August 31, 2022 48.55%
July 31, 2022 47.37%
June 30, 2022 47.37%
May 31, 2022 47.37%
April 30, 2022 47.37%
March 31, 2022 47.37%
February 28, 2022 47.37%
January 31, 2022 47.37%
December 31, 2021 47.37%
November 30, 2021 47.37%
October 31, 2021 47.37%
September 30, 2021 47.37%
August 31, 2021 47.37%
July 31, 2021 47.37%
June 30, 2021 47.37%
May 31, 2021 47.37%
April 30, 2021 47.37%
March 31, 2021 47.37%
February 28, 2021 47.37%
January 31, 2021 47.37%
December 31, 2020 47.37%
November 30, 2020 47.37%
October 31, 2020 47.37%
September 30, 2020 47.37%
August 31, 2020 47.37%

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

42.89%
Minimum
Jan 2020
58.57%
Maximum
Dec 2022
51.67%
Average
47.37%
Median
Mar 2020