Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 59.59%
September 30, 2024 59.59%
August 31, 2024 59.59%
July 31, 2024 59.59%
June 30, 2024 59.59%
May 31, 2024 59.59%
April 30, 2024 59.59%
March 31, 2024 59.59%
February 29, 2024 59.59%
January 31, 2024 59.59%
December 31, 2023 59.59%
November 30, 2023 59.59%
October 31, 2023 59.59%
September 30, 2023 59.59%
August 31, 2023 59.59%
July 31, 2023 59.59%
June 30, 2023 59.59%
May 31, 2023 59.65%
April 30, 2023 59.65%
March 31, 2023 59.65%
February 28, 2023 59.65%
January 31, 2023 59.65%
December 31, 2022 59.65%
November 30, 2022 59.65%
October 31, 2022 59.65%
Date Value
September 30, 2022 59.65%
August 31, 2022 59.65%
July 31, 2022 59.65%
June 30, 2022 64.39%
May 31, 2022 66.16%
April 30, 2022 66.16%
March 31, 2022 66.16%
February 28, 2022 66.16%
January 31, 2022 66.16%
December 31, 2021 66.16%
November 30, 2021 66.16%
October 31, 2021 66.16%
September 30, 2021 66.16%
August 31, 2021 66.16%
July 31, 2021 66.16%
June 30, 2021 66.16%
May 31, 2021 66.16%
April 30, 2021 66.16%
March 31, 2021 66.16%
February 28, 2021 66.16%
January 31, 2021 66.16%
December 31, 2020 66.16%
November 30, 2020 66.16%
October 31, 2020 66.16%
September 30, 2020 66.16%

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

59.59%
Minimum
Jun 2023
66.16%
Maximum
Nov 2019
63.07%
Average
66.16%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks