Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 69.29%
September 30, 2024 69.29%
August 31, 2024 69.29%
July 31, 2024 69.29%
June 30, 2024 69.29%
May 31, 2024 69.29%
April 30, 2024 69.29%
March 31, 2024 69.29%
February 29, 2024 69.29%
January 31, 2024 69.29%
December 31, 2023 69.29%
November 30, 2023 69.29%
October 31, 2023 69.29%
September 30, 2023 69.29%
August 31, 2023 69.29%
July 31, 2023 69.29%
June 30, 2023 69.29%
May 31, 2023 69.29%
April 30, 2023 69.29%
March 31, 2023 69.29%
February 28, 2023 69.29%
January 31, 2023 69.29%
December 31, 2022 69.29%
November 30, 2022 69.29%
October 31, 2022 69.29%
Date Value
September 30, 2022 69.29%
August 31, 2022 69.29%
July 31, 2022 69.29%
June 30, 2022 69.29%
May 31, 2022 69.29%
April 30, 2022 69.29%
March 31, 2022 69.29%
February 28, 2022 69.29%
January 31, 2022 69.29%
December 31, 2021 69.29%
November 30, 2021 69.29%
October 31, 2021 69.29%
September 30, 2021 69.29%
August 31, 2021 69.29%
July 31, 2021 69.29%
June 30, 2021 69.29%
May 31, 2021 69.29%
April 30, 2021 69.55%
March 31, 2021 69.55%
February 28, 2021 77.65%
January 31, 2021 78.98%
December 31, 2020 79.58%
November 30, 2020 79.58%
October 31, 2020 79.58%
September 30, 2020 79.58%

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

69.29%
Minimum
May 2021
79.58%
Maximum
Nov 2019
72.00%
Average
69.29%
Median
May 2021