Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 49.73%
September 30, 2024 49.73%
August 31, 2024 49.73%
July 31, 2024 48.65%
June 30, 2024 46.18%
May 31, 2024 44.46%
April 30, 2024 43.86%
March 31, 2024 41.45%
February 29, 2024 41.45%
January 31, 2024 41.45%
December 31, 2023 41.45%
November 30, 2023 41.45%
October 31, 2023 41.45%
September 30, 2023 41.45%
August 31, 2023 41.45%
July 31, 2023 41.45%
June 30, 2023 41.45%
May 31, 2023 41.45%
April 30, 2023 41.45%
March 31, 2023 41.45%
February 28, 2023 41.45%
January 31, 2023 41.45%
December 31, 2022 41.45%
November 30, 2022 41.45%
October 31, 2022 37.66%
Date Value
September 30, 2022 37.30%
August 31, 2022 37.30%
July 31, 2022 37.09%
June 30, 2022 35.10%
May 31, 2022 35.10%
April 30, 2022 35.10%
March 31, 2022 35.10%
February 28, 2022 35.10%
January 31, 2022 35.10%
December 31, 2021 35.10%
November 30, 2021 35.10%
October 31, 2021 35.10%
September 30, 2021 35.10%
August 31, 2021 35.10%
July 31, 2021 35.10%
June 30, 2021 35.10%
May 31, 2021 35.10%
April 30, 2021 35.10%
March 31, 2021 35.10%
February 28, 2021 35.10%
January 31, 2021 35.10%
December 31, 2020 35.10%
November 30, 2020 35.10%
October 31, 2020 35.10%
September 30, 2020 35.10%

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

31.88%
Minimum
Nov 2019
49.73%
Maximum
Aug 2024
38.34%
Average
35.10%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks