Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 89.11%
September 30, 2024 89.11%
August 31, 2024 87.62%
July 31, 2024 86.08%
June 30, 2024 85.52%
May 31, 2024 82.97%
April 30, 2024 82.55%
March 31, 2024 80.81%
February 29, 2024 72.91%
January 31, 2024 72.91%
December 31, 2023 67.33%
November 30, 2023 67.33%
October 31, 2023 66.40%
September 30, 2023 62.89%
August 31, 2023 59.75%
July 31, 2023 58.06%
June 30, 2023 58.06%
May 31, 2023 58.06%
April 30, 2023 57.72%
March 31, 2023 57.72%
February 28, 2023 57.37%
January 31, 2023 57.37%
December 31, 2022 57.37%
November 30, 2022 57.37%
October 31, 2022 57.37%
Date Value
September 30, 2022 57.37%
August 31, 2022 57.37%
July 31, 2022 57.37%
June 30, 2022 55.83%
May 31, 2022 52.57%
April 30, 2022 52.57%
March 31, 2022 52.57%
February 28, 2022 52.57%
January 31, 2022 52.57%
December 31, 2021 52.57%
November 30, 2021 52.57%
October 31, 2021 52.57%
September 30, 2021 52.57%
August 31, 2021 52.57%
July 31, 2021 52.57%
June 30, 2021 52.57%
May 31, 2021 52.57%
April 30, 2021 52.57%
March 31, 2021 52.57%
February 28, 2021 52.57%
January 31, 2021 52.57%
December 31, 2020 52.57%
November 30, 2020 52.57%
October 31, 2020 52.57%
September 30, 2020 52.57%

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

52.57%
Minimum
Nov 2019
89.11%
Maximum
Sep 2024
59.79%
Average
52.57%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks