Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 62.63%
September 30, 2024 62.63%
August 31, 2024 62.08%
July 31, 2024 59.48%
June 30, 2024 58.65%
May 31, 2024 58.15%
April 30, 2024 58.15%
March 31, 2024 58.15%
February 29, 2024 58.15%
January 31, 2024 56.03%
December 31, 2023 53.89%
November 30, 2023 53.89%
October 31, 2023 53.89%
September 30, 2023 53.89%
August 31, 2023 53.89%
July 31, 2023 53.89%
June 30, 2023 53.89%
May 31, 2023 53.89%
April 30, 2023 53.89%
March 31, 2023 53.89%
February 28, 2023 53.89%
January 31, 2023 53.89%
December 31, 2022 53.89%
November 30, 2022 53.89%
October 31, 2022 53.89%
Date Value
September 30, 2022 53.89%
August 31, 2022 53.89%
July 31, 2022 53.89%
June 30, 2022 53.89%
May 31, 2022 53.89%
April 30, 2022 53.89%
March 31, 2022 53.89%
February 28, 2022 53.89%
January 31, 2022 53.89%
December 31, 2021 53.89%
November 30, 2021 53.89%
October 31, 2021 53.89%
September 30, 2021 53.89%
August 31, 2021 53.89%
July 31, 2021 53.89%
June 30, 2021 53.89%
May 31, 2021 53.89%
April 30, 2021 53.89%
March 31, 2021 53.89%
February 28, 2021 53.89%
January 31, 2021 53.89%
December 31, 2020 53.89%
November 30, 2020 59.88%
October 31, 2020 59.88%
September 30, 2020 59.88%

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

53.89%
Minimum
Dec 2020
62.63%
Maximum
Sep 2024
56.28%
Average
53.89%
Median
Dec 2020