Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 30.40%
September 30, 2024 30.40%
August 31, 2024 30.40%
July 31, 2024 30.40%
June 30, 2024 30.40%
May 31, 2024 30.40%
April 30, 2024 30.40%
March 31, 2024 34.34%
February 29, 2024 34.34%
January 31, 2024 34.34%
December 31, 2023 34.34%
November 30, 2023 34.92%
October 31, 2023 34.92%
September 30, 2023 34.92%
August 31, 2023 34.92%
July 31, 2023 34.92%
June 30, 2023 34.92%
May 31, 2023 34.92%
April 30, 2023 34.92%
March 31, 2023 34.92%
February 28, 2023 34.92%
January 31, 2023 34.92%
December 31, 2022 34.92%
November 30, 2022 34.92%
October 31, 2022 34.92%
Date Value
September 30, 2022 34.92%
August 31, 2022 34.92%
July 31, 2022 34.92%
June 30, 2022 34.92%
May 31, 2022 34.92%
April 30, 2022 34.92%
March 31, 2022 34.92%
February 28, 2022 34.92%
January 31, 2022 34.92%
December 31, 2021 34.92%
November 30, 2021 34.92%
October 31, 2021 38.95%
September 30, 2021 38.95%
August 31, 2021 38.95%
July 31, 2021 38.95%
June 30, 2021 38.95%
May 31, 2021 38.95%
April 30, 2021 38.95%
March 31, 2021 38.95%
February 28, 2021 38.95%
January 31, 2021 38.95%
December 31, 2020 38.95%
November 30, 2020 38.95%
October 31, 2020 38.95%
September 30, 2020 38.95%

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.

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Max Drawdown (5Y) Range, Past 5 Years

30.40%
Minimum
Apr 2024
38.95%
Maximum
Nov 2019
35.96%
Average
34.92%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks