Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 80.23%
August 31, 2024 80.23%
July 31, 2024 80.23%
June 30, 2024 80.23%
May 31, 2024 80.23%
April 30, 2024 80.23%
March 31, 2024 81.60%
February 29, 2024 81.94%
January 31, 2024 81.94%
December 31, 2023 81.94%
November 30, 2023 82.47%
October 31, 2023 82.47%
September 30, 2023 84.34%
August 31, 2023 84.34%
July 31, 2023 85.20%
June 30, 2023 85.20%
May 31, 2023 85.20%
April 30, 2023 85.20%
March 31, 2023 85.20%
February 28, 2023 85.20%
January 31, 2023 85.20%
December 31, 2022 85.20%
November 30, 2022 85.20%
October 31, 2022 85.20%
September 30, 2022 85.20%
Date Value
August 31, 2022 85.20%
July 31, 2022 85.20%
June 30, 2022 85.20%
May 31, 2022 85.20%
April 30, 2022 85.20%
March 31, 2022 85.20%
February 28, 2022 85.20%
January 31, 2022 85.20%
December 31, 2021 85.20%
November 30, 2021 85.20%
October 31, 2021 85.20%
September 30, 2021 85.20%
August 31, 2021 85.20%
July 31, 2021 85.20%
June 30, 2021 85.20%
May 31, 2021 85.20%
April 30, 2021 85.20%
March 31, 2021 85.20%
February 28, 2021 85.20%
January 31, 2021 88.71%
December 31, 2020 88.71%
November 30, 2020 93.22%
October 31, 2020 94.05%
September 30, 2020 94.05%
August 31, 2020 94.05%

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

80.23%
Minimum
Apr 2024
94.05%
Maximum
Nov 2019
86.40%
Average
85.20%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks