Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 76.34%
August 31, 2024 76.34%
July 31, 2024 76.34%
June 30, 2024 76.34%
May 31, 2024 71.21%
April 30, 2024 64.52%
March 31, 2024 64.21%
February 29, 2024 58.00%
January 31, 2024 58.00%
December 31, 2023 58.00%
November 30, 2023 58.00%
October 31, 2023 58.00%
September 30, 2023 58.00%
August 31, 2023 58.00%
July 31, 2023 58.00%
June 30, 2023 58.00%
May 31, 2023 58.00%
April 30, 2023 58.00%
March 31, 2023 58.00%
February 28, 2023 58.00%
January 31, 2023 58.00%
December 31, 2022 58.00%
November 30, 2022 58.00%
October 31, 2022 58.00%
September 30, 2022 58.00%
Date Value
August 31, 2022 58.00%
July 31, 2022 58.00%
June 30, 2022 58.00%
May 31, 2022 58.00%
April 30, 2022 58.00%
March 31, 2022 58.00%
February 28, 2022 58.00%
January 31, 2022 58.00%
December 31, 2021 58.00%
November 30, 2021 58.00%
October 31, 2021 58.00%
September 30, 2021 58.00%
August 31, 2021 58.00%
July 31, 2021 58.00%
June 30, 2021 58.00%
May 31, 2021 58.00%
April 30, 2021 58.00%
March 31, 2021 58.00%
February 28, 2021 58.00%
January 31, 2021 58.00%
December 31, 2020 60.25%
November 30, 2020 61.04%
October 31, 2020 61.20%
September 30, 2020 61.20%
August 31, 2020 61.20%

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

58.00%
Minimum
Jan 2021
76.34%
Maximum
Jun 2024
60.42%
Average
58.00%
Median
Jan 2021

Max Drawdown (5Y) Benchmarks