Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 78.82%
September 30, 2024 78.82%
August 31, 2024 78.82%
July 31, 2024 78.82%
June 30, 2024 78.82%
May 31, 2024 78.82%
April 30, 2024 78.82%
March 31, 2024 78.82%
February 29, 2024 78.82%
January 31, 2024 78.82%
December 31, 2023 78.82%
November 30, 2023 78.82%
October 31, 2023 78.82%
September 30, 2023 78.82%
August 31, 2023 78.82%
July 31, 2023 78.82%
June 30, 2023 78.82%
May 31, 2023 78.82%
April 30, 2023 78.82%
March 31, 2023 78.82%
February 28, 2023 78.82%
January 31, 2023 78.82%
December 31, 2022 78.82%
November 30, 2022 78.82%
October 31, 2022 78.82%
Date Value
September 30, 2022 76.40%
August 31, 2022 75.40%
July 31, 2022 75.40%
June 30, 2022 75.40%
May 31, 2022 75.40%
April 30, 2022 71.74%
March 31, 2022 70.44%
February 28, 2022 68.67%
January 31, 2022 68.67%
December 31, 2021 63.78%
November 30, 2021 59.23%
October 31, 2021 52.57%
September 30, 2021 50.09%
August 31, 2021 50.09%
July 31, 2021 44.37%
June 30, 2021 41.18%
May 31, 2021 41.18%
April 30, 2021 38.58%
March 31, 2021 34.63%
February 28, 2021 25.66%
January 31, 2021 13.75%
December 31, 2020 12.41%
November 30, 2020 11.12%
October 31, 2020 11.12%
September 30, 2020 11.12%

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

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Minimum
Nov 2019
78.82%
Maximum
Oct 2022
54.53%
Average
73.57%
Median

Max Drawdown (5Y) Benchmarks