Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 80.90%
September 30, 2024 80.90%
August 31, 2024 80.90%
July 31, 2024 80.90%
June 30, 2024 80.90%
May 31, 2024 80.90%
April 30, 2024 80.90%
March 31, 2024 80.90%
February 29, 2024 80.90%
January 31, 2024 80.90%
December 31, 2023 80.90%
November 30, 2023 80.90%
October 31, 2023 80.90%
September 30, 2023 78.76%
August 31, 2023 77.56%
July 31, 2023 77.56%
June 30, 2023 77.56%
May 31, 2023 77.56%
April 30, 2023 70.13%
March 31, 2023 69.29%
February 28, 2023 59.01%
January 31, 2023 59.01%
December 31, 2022 59.01%
November 30, 2022 54.18%
October 31, 2022 54.18%
Date Value
September 30, 2022 52.69%
August 31, 2022 52.69%
July 31, 2022 52.69%
June 30, 2022 52.69%
May 31, 2022 52.69%
April 30, 2022 52.69%
March 31, 2022 52.69%
February 28, 2022 52.69%
January 31, 2022 52.69%
December 31, 2021 52.69%
November 30, 2021 52.69%
October 31, 2021 52.69%
September 30, 2021 52.69%
August 31, 2021 52.69%
July 31, 2021 52.69%
June 30, 2021 52.69%
May 31, 2021 52.69%
April 30, 2021 52.69%
March 31, 2021 52.69%
February 28, 2021 52.69%
January 31, 2021 52.69%
December 31, 2020 52.69%
November 30, 2020 52.69%
October 31, 2020 52.69%
September 30, 2020 50.81%

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

24.56%
Minimum
Nov 2019
80.90%
Maximum
Oct 2023
59.72%
Average
52.69%
Median
Oct 2020