Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 17.87%
August 31, 2024 17.87%
July 31, 2024 17.87%
June 30, 2024 17.87%
May 31, 2024 17.87%
April 30, 2024 17.87%
March 31, 2024 17.87%
February 29, 2024 17.87%
January 31, 2024 17.87%
December 31, 2023 17.87%
November 30, 2023 17.87%
October 31, 2023 17.87%
September 30, 2023 17.87%
August 31, 2023 17.87%
July 31, 2023 17.87%
June 30, 2023 17.87%
May 31, 2023 17.87%
April 30, 2023 17.87%
March 31, 2023 17.87%
February 28, 2023 17.87%
January 31, 2023 17.87%
December 31, 2022 17.87%
November 30, 2022 17.87%
October 31, 2022 17.87%
September 30, 2022 16.60%
Date Value
August 31, 2022 16.60%
July 31, 2022 16.60%
June 30, 2022 16.60%
May 31, 2022 14.22%
April 30, 2022 14.22%
March 31, 2022 14.22%
February 28, 2022 14.22%
January 31, 2022 14.22%
December 31, 2021 14.22%
November 30, 2021 14.22%
October 31, 2021 14.22%
September 30, 2021 14.22%
August 31, 2021 14.22%
July 31, 2021 14.22%
June 30, 2021 14.22%
May 31, 2021 14.22%
April 30, 2021 14.22%
March 31, 2021 14.22%
February 28, 2021 14.22%
January 31, 2021 14.22%
December 31, 2020 14.22%
November 30, 2020 14.22%
October 31, 2020 14.22%
September 30, 2020 14.22%
August 31, 2020 14.22%

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

2.86%
Minimum
Oct 2019
17.87%
Maximum
Oct 2022
14.89%
Average
14.22%
Median
Mar 2020