Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 48.47%
September 30, 2024 48.47%
August 31, 2024 48.47%
July 31, 2024 48.47%
June 30, 2024 48.47%
May 31, 2024 48.47%
April 30, 2024 48.47%
March 31, 2024 48.47%
February 29, 2024 48.47%
January 31, 2024 48.47%
December 31, 2023 48.47%
November 30, 2023 48.47%
October 31, 2023 48.47%
September 30, 2023 48.47%
August 31, 2023 48.47%
July 31, 2023 48.47%
June 30, 2023 48.47%
May 31, 2023 48.47%
April 30, 2023 48.05%
March 31, 2023 48.05%
February 28, 2023 48.05%
January 31, 2023 48.05%
December 31, 2022 48.05%
November 30, 2022 48.05%
October 31, 2022 48.05%
Date Value
September 30, 2022 43.58%
August 31, 2022 30.86%
July 31, 2022 30.86%
June 30, 2022 28.51%
May 31, 2022 28.51%
April 30, 2022 25.24%
March 31, 2022 25.24%
February 28, 2022 25.24%
January 31, 2022 24.07%
December 31, 2021 24.07%
November 30, 2021 24.07%
October 31, 2021 24.07%
September 30, 2021 24.07%
August 31, 2021 24.07%
July 31, 2021 24.07%
June 30, 2021 24.07%
May 31, 2021 24.07%
April 30, 2021 24.07%
March 31, 2021 24.07%
February 28, 2021 24.07%
January 31, 2021 24.07%
December 31, 2020 24.07%
November 30, 2020 24.07%
October 31, 2020 24.07%
September 30, 2020 24.07%

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

21.17%
Minimum
Nov 2019
48.47%
Maximum
May 2023
34.75%
Average
26.87%
Median

Max Drawdown (5Y) Benchmarks