Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.43%
September 30, 2024 39.43%
August 31, 2024 39.43%
July 31, 2024 39.43%
June 30, 2024 39.43%
May 31, 2024 39.43%
April 30, 2024 39.43%
March 31, 2024 39.43%
February 29, 2024 39.43%
January 31, 2024 38.26%
December 31, 2023 38.26%
November 30, 2023 38.26%
October 31, 2023 38.26%
September 30, 2023 41.36%
August 31, 2023 41.36%
July 31, 2023 41.36%
June 30, 2023 41.36%
May 31, 2023 41.36%
April 30, 2023 41.36%
March 31, 2023 41.36%
February 28, 2023 41.36%
January 31, 2023 41.36%
December 31, 2022 41.36%
November 30, 2022 41.36%
October 31, 2022 41.36%
Date Value
September 30, 2022 41.36%
August 31, 2022 41.36%
July 31, 2022 41.36%
June 30, 2022 41.36%
May 31, 2022 41.36%
April 30, 2022 41.36%
March 31, 2022 41.36%
February 28, 2022 41.36%
January 31, 2022 41.36%
December 31, 2021 41.36%
November 30, 2021 41.36%
October 31, 2021 41.36%
September 30, 2021 41.36%
August 31, 2021 41.36%
July 31, 2021 41.36%
June 30, 2021 41.36%
May 31, 2021 41.36%
April 30, 2021 41.36%
March 31, 2021 41.36%
February 28, 2021 41.36%
January 31, 2021 58.39%
December 31, 2020 62.34%
November 30, 2020 67.62%
October 31, 2020 74.67%
September 30, 2020 79.00%

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

38.26%
Minimum
Oct 2023
84.72%
Maximum
Nov 2019
50.12%
Average
41.36%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks