Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 64.83%
August 31, 2024 64.83%
July 31, 2024 64.83%
June 30, 2024 64.83%
May 31, 2024 64.83%
April 30, 2024 64.83%
March 31, 2024 64.83%
February 29, 2024 64.83%
January 31, 2024 64.83%
December 31, 2023 64.83%
November 30, 2023 64.83%
October 31, 2023 64.83%
September 30, 2023 64.83%
August 31, 2023 64.83%
July 31, 2023 64.83%
June 30, 2023 64.83%
May 31, 2023 64.83%
April 30, 2023 64.83%
March 31, 2023 64.83%
February 28, 2023 64.83%
January 31, 2023 64.83%
December 31, 2022 64.83%
November 30, 2022 63.83%
October 31, 2022 63.51%
September 30, 2022 61.14%
Date Value
August 31, 2022 58.50%
July 31, 2022 58.50%
June 30, 2022 58.50%
May 31, 2022 52.89%
April 30, 2022 52.36%
March 31, 2022 52.36%
February 28, 2022 52.36%
January 31, 2022 52.36%
December 31, 2021 52.36%
November 30, 2021 52.36%
October 31, 2021 52.36%
September 30, 2021 52.36%
August 31, 2021 52.36%
July 31, 2021 52.36%
June 30, 2021 52.36%
May 31, 2021 52.36%
April 30, 2021 52.36%
March 31, 2021 52.36%
February 28, 2021 52.36%
January 31, 2021 52.36%
December 31, 2020 52.36%
November 30, 2020 52.36%
October 31, 2020 52.36%
September 30, 2020 52.36%
August 31, 2020 52.36%

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

42.85%
Minimum
Nov 2019
64.83%
Maximum
Dec 2022
57.22%
Average
52.36%
Median
Mar 2020