Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 76.74%
September 30, 2024 76.74%
August 31, 2024 76.74%
July 31, 2024 76.74%
June 30, 2024 76.74%
May 31, 2024 76.74%
April 30, 2024 76.74%
March 31, 2024 76.74%
February 29, 2024 76.74%
January 31, 2024 76.74%
December 31, 2023 76.74%
November 30, 2023 76.74%
October 31, 2023 76.74%
September 30, 2023 76.74%
August 31, 2023 76.74%
July 31, 2023 76.74%
June 30, 2023 76.74%
May 31, 2023 76.74%
April 30, 2023 76.74%
March 31, 2023 77.31%
February 28, 2023 77.31%
January 31, 2023 77.55%
December 31, 2022 77.55%
November 30, 2022 77.55%
October 31, 2022 77.55%
Date Value
September 30, 2022 77.55%
August 31, 2022 77.55%
July 31, 2022 77.55%
June 30, 2022 77.55%
May 31, 2022 77.55%
April 30, 2022 77.55%
March 31, 2022 77.55%
February 28, 2022 77.55%
January 31, 2022 77.55%
December 31, 2021 77.55%
November 30, 2021 77.55%
October 31, 2021 77.55%
September 30, 2021 77.55%
August 31, 2021 77.55%
July 31, 2021 77.55%
June 30, 2021 77.55%
May 31, 2021 77.55%
April 30, 2021 77.55%
March 31, 2021 77.55%
February 28, 2021 77.55%
January 31, 2021 77.55%
December 31, 2020 77.55%
November 30, 2020 77.55%
October 31, 2020 77.55%
September 30, 2020 77.55%

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

76.74%
Minimum
Apr 2023
77.55%
Maximum
Nov 2019
77.28%
Average
77.55%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks