Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.55%
September 30, 2024 39.55%
August 31, 2024 39.55%
July 31, 2024 39.55%
June 30, 2024 39.55%
May 31, 2024 39.55%
April 30, 2024 39.55%
March 31, 2024 39.55%
February 29, 2024 39.55%
January 31, 2024 39.55%
December 31, 2023 39.55%
November 30, 2023 39.55%
October 31, 2023 39.55%
September 30, 2023 39.55%
August 31, 2023 39.55%
July 31, 2023 39.55%
June 30, 2023 39.55%
May 31, 2023 39.55%
April 30, 2023 39.55%
March 31, 2023 39.55%
February 28, 2023 39.55%
January 31, 2023 39.55%
December 31, 2022 39.55%
November 30, 2022 39.55%
October 31, 2022 39.55%
Date Value
September 30, 2022 37.25%
August 31, 2022 35.24%
July 31, 2022 35.24%
June 30, 2022 35.24%
May 31, 2022 30.25%
April 30, 2022 25.41%
March 31, 2022 24.34%
February 28, 2022 23.66%
January 31, 2022 23.66%
December 31, 2021 23.66%
November 30, 2021 23.66%
October 31, 2021 23.66%
September 30, 2021 23.66%
August 31, 2021 23.66%
July 31, 2021 23.66%
June 30, 2021 23.66%
May 31, 2021 23.66%
April 30, 2021 23.66%
March 31, 2021 23.66%
February 28, 2021 23.66%
January 31, 2021 23.66%
December 31, 2020 23.66%
November 30, 2020 23.66%
October 31, 2020 23.66%
September 30, 2020 23.66%

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

10.16%
Minimum
Nov 2019
39.55%
Maximum
Oct 2022
30.33%
Average
27.83%
Median