Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 54.95%
September 30, 2024 54.95%
August 31, 2024 54.95%
July 31, 2024 54.95%
June 30, 2024 54.95%
May 31, 2024 54.95%
April 30, 2024 54.95%
March 31, 2024 54.95%
February 29, 2024 54.95%
January 31, 2024 54.95%
December 31, 2023 54.95%
November 30, 2023 54.95%
October 31, 2023 54.95%
September 30, 2023 54.95%
August 31, 2023 54.95%
July 31, 2023 54.95%
June 30, 2023 54.95%
May 31, 2023 54.95%
April 30, 2023 54.95%
March 31, 2023 54.95%
February 28, 2023 54.95%
January 31, 2023 54.95%
December 31, 2022 54.95%
November 30, 2022 54.95%
October 31, 2022 54.95%
Date Value
September 30, 2022 54.95%
August 31, 2022 54.95%
July 31, 2022 54.95%
June 30, 2022 54.95%
May 31, 2022 54.95%
April 30, 2022 54.95%
March 31, 2022 54.95%
February 28, 2022 54.95%
January 31, 2022 54.95%
December 31, 2021 54.95%
November 30, 2021 54.95%
October 31, 2021 58.33%
September 30, 2021 58.33%
August 31, 2021 58.33%
July 31, 2021 58.33%
June 30, 2021 58.33%
May 31, 2021 58.33%
April 30, 2021 58.33%
March 31, 2021 58.33%
February 28, 2021 62.20%
January 31, 2021 67.67%
December 31, 2020 67.67%
November 30, 2020 67.67%
October 31, 2020 67.67%
September 30, 2020 67.67%

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

54.95%
Minimum
Nov 2021
67.67%
Maximum
Nov 2019
58.70%
Average
54.95%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks