Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 41.69%
September 30, 2024 41.69%
August 31, 2024 41.69%
July 31, 2024 41.69%
June 30, 2024 41.69%
May 31, 2024 43.04%
April 30, 2024 43.96%
March 31, 2024 43.96%
February 29, 2024 43.96%
January 31, 2024 43.96%
December 31, 2023 49.37%
November 30, 2023 51.57%
October 31, 2023 51.57%
September 30, 2023 51.57%
August 31, 2023 51.57%
July 31, 2023 51.57%
June 30, 2023 51.57%
May 31, 2023 51.57%
April 30, 2023 51.57%
March 31, 2023 51.57%
February 28, 2023 51.57%
January 31, 2023 51.57%
December 31, 2022 51.57%
November 30, 2022 51.57%
October 31, 2022 51.57%
Date Value
September 30, 2022 51.57%
August 31, 2022 51.57%
July 31, 2022 51.57%
June 30, 2022 51.57%
May 31, 2022 51.57%
April 30, 2022 51.57%
March 31, 2022 51.57%
February 28, 2022 51.57%
January 31, 2022 51.57%
December 31, 2021 51.57%
November 30, 2021 51.57%
October 31, 2021 51.57%
September 30, 2021 51.57%
August 31, 2021 51.57%
July 31, 2021 51.57%
June 30, 2021 51.57%
May 31, 2021 51.57%
April 30, 2021 51.57%
March 31, 2021 51.57%
February 28, 2021 51.57%
January 31, 2021 51.57%
December 31, 2020 51.57%
November 30, 2020 51.57%
October 31, 2020 51.57%
September 30, 2020 51.57%

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

41.69%
Minimum
Jun 2024
51.57%
Maximum
Nov 2019
50.06%
Average
51.57%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks