Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.19%
September 30, 2024 57.19%
August 31, 2024 57.04%
July 31, 2024 48.83%
June 30, 2024 47.49%
May 31, 2024 47.49%
April 30, 2024 47.49%
March 31, 2024 47.49%
February 29, 2024 47.49%
January 31, 2024 47.49%
December 31, 2023 47.49%
November 30, 2023 47.49%
October 31, 2023 47.49%
September 30, 2023 47.49%
August 31, 2023 47.49%
July 31, 2023 47.49%
June 30, 2023 47.49%
May 31, 2023 47.49%
April 30, 2023 47.49%
March 31, 2023 47.49%
February 28, 2023 47.49%
January 31, 2023 47.49%
December 31, 2022 47.49%
November 30, 2022 47.49%
October 31, 2022 47.49%
Date Value
September 30, 2022 47.49%
August 31, 2022 47.49%
July 31, 2022 47.49%
June 30, 2022 47.49%
May 31, 2022 47.49%
April 30, 2022 44.68%
March 31, 2022 42.51%
February 28, 2022 42.51%
January 31, 2022 42.51%
December 31, 2021 41.92%
November 30, 2021 41.92%
October 31, 2021 41.92%
September 30, 2021 41.92%
August 31, 2021 41.92%
July 31, 2021 41.92%
June 30, 2021 41.92%
May 31, 2021 43.53%
April 30, 2021 43.53%
March 31, 2021 43.53%
February 28, 2021 43.53%
January 31, 2021 50.52%
December 31, 2020 50.52%
November 30, 2020 50.52%
October 31, 2020 50.52%
September 30, 2020 57.39%

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.

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Max Drawdown (5Y) Range, Past 5 Years

41.92%
Minimum
Jun 2021
57.39%
Maximum
Nov 2019
48.80%
Average
47.49%
Median
May 2022

Max Drawdown (5Y) Benchmarks