Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 95.21%
September 30, 2024 95.21%
August 31, 2024 95.21%
July 31, 2024 95.21%
June 30, 2024 95.21%
May 31, 2024 95.21%
April 30, 2024 95.21%
March 31, 2024 95.21%
February 29, 2024 95.21%
January 31, 2024 95.21%
December 31, 2023 95.21%
November 30, 2023 95.21%
October 31, 2023 95.21%
September 30, 2023 95.21%
August 31, 2023 95.21%
July 31, 2023 95.21%
June 30, 2023 95.21%
May 31, 2023 95.21%
April 30, 2023 95.21%
March 31, 2023 95.21%
February 28, 2023 95.21%
January 31, 2023 95.21%
December 31, 2022 95.21%
November 30, 2022 95.21%
October 31, 2022 95.21%
Date Value
September 30, 2022 95.21%
August 31, 2022 95.21%
July 31, 2022 95.21%
June 30, 2022 95.21%
May 31, 2022 95.21%
April 30, 2022 93.17%
March 31, 2022 93.10%
February 28, 2022 92.82%
January 31, 2022 92.82%
December 31, 2021 91.18%
November 30, 2021 91.18%
October 31, 2021 91.18%
September 30, 2021 91.18%
August 31, 2021 91.18%
July 31, 2021 91.18%
June 30, 2021 91.18%
May 31, 2021 91.18%
April 30, 2021 91.18%
March 31, 2021 91.18%
February 28, 2021 91.18%
January 31, 2021 91.18%
December 31, 2020 91.18%
November 30, 2020 91.18%
October 31, 2020 91.18%
September 30, 2020 91.18%

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

91.18%
Minimum
Nov 2019
95.21%
Maximum
May 2022
93.31%
Average
94.19%
Median

Max Drawdown (5Y) Benchmarks