Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 72.84%
September 30, 2024 72.84%
August 31, 2024 72.84%
July 31, 2024 72.84%
June 30, 2024 72.84%
May 31, 2024 72.61%
April 30, 2024 71.79%
March 31, 2024 71.79%
February 29, 2024 71.79%
January 31, 2024 71.79%
December 31, 2023 71.79%
November 30, 2023 71.68%
October 31, 2023 71.68%
September 30, 2023 71.27%
August 31, 2023 71.27%
July 31, 2023 71.27%
June 30, 2023 71.27%
May 31, 2023 71.27%
April 30, 2023 71.27%
March 31, 2023 71.27%
February 28, 2023 71.27%
January 31, 2023 71.27%
December 31, 2022 71.27%
November 30, 2022 71.27%
October 31, 2022 71.27%
Date Value
September 30, 2022 71.27%
August 31, 2022 71.27%
July 31, 2022 71.27%
June 30, 2022 71.27%
May 31, 2022 71.27%
April 30, 2022 71.27%
March 31, 2022 71.27%
February 28, 2022 71.27%
January 31, 2022 68.75%
December 31, 2021 68.75%
November 30, 2021 68.70%
October 31, 2021 68.70%
September 30, 2021 68.70%
August 31, 2021 64.98%
July 31, 2021 64.98%
June 30, 2021 64.16%
May 31, 2021 62.27%
April 30, 2021 61.45%
March 31, 2021 61.45%
February 28, 2021 61.45%
January 31, 2021 61.45%
December 31, 2020 61.45%
November 30, 2020 61.45%
October 31, 2020 61.45%
September 30, 2020 61.45%

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

52.04%
Minimum
Jan 2020
72.84%
Maximum
Jun 2024
67.34%
Average
71.27%
Median
Feb 2022