Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.57%
September 30, 2024 39.57%
August 31, 2024 39.57%
July 31, 2024 39.57%
June 30, 2024 39.57%
May 31, 2024 39.57%
April 30, 2024 39.57%
March 31, 2024 39.57%
February 29, 2024 39.57%
January 31, 2024 45.68%
December 31, 2023 45.68%
November 30, 2023 45.68%
October 31, 2023 45.68%
September 30, 2023 45.68%
August 31, 2023 45.68%
July 31, 2023 45.68%
June 30, 2023 45.68%
May 31, 2023 45.68%
April 30, 2023 48.98%
March 31, 2023 52.94%
February 28, 2023 52.94%
January 31, 2023 52.94%
December 31, 2022 52.94%
November 30, 2022 52.94%
October 31, 2022 52.94%
Date Value
September 30, 2022 52.94%
August 31, 2022 52.94%
July 31, 2022 52.94%
June 30, 2022 52.94%
May 31, 2022 52.94%
April 30, 2022 52.94%
March 31, 2022 52.94%
February 28, 2022 63.56%
January 31, 2022 64.03%
December 31, 2021 69.88%
November 30, 2021 72.86%
October 31, 2021 74.30%
September 30, 2021 74.96%
August 31, 2021 82.36%
July 31, 2021 84.12%
June 30, 2021 86.40%
May 31, 2021 86.40%
April 30, 2021 86.40%
March 31, 2021 87.02%
February 28, 2021 87.11%
January 31, 2021 88.42%
December 31, 2020 88.58%
November 30, 2020 88.58%
October 31, 2020 88.58%
September 30, 2020 88.58%

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

39.57%
Minimum
Feb 2024
88.58%
Maximum
Nov 2019
64.21%
Average
52.94%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks