Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 74.36%
September 30, 2024 74.36%
August 31, 2024 74.36%
July 31, 2024 74.36%
June 30, 2024 74.36%
May 31, 2024 74.36%
April 30, 2024 74.36%
March 31, 2024 74.36%
February 29, 2024 74.36%
January 31, 2024 74.36%
December 31, 2023 74.36%
November 30, 2023 74.36%
October 31, 2023 74.36%
September 30, 2023 74.36%
August 31, 2023 74.36%
July 31, 2023 74.36%
June 30, 2023 74.36%
May 31, 2023 74.36%
April 30, 2023 74.36%
March 31, 2023 74.36%
February 28, 2023 74.36%
January 31, 2023 74.36%
December 31, 2022 74.36%
November 30, 2022 74.36%
October 31, 2022 74.36%
Date Value
September 30, 2022 74.36%
August 31, 2022 74.36%
July 31, 2022 74.36%
June 30, 2022 74.36%
May 31, 2022 74.36%
April 30, 2022 74.36%
March 31, 2022 74.36%
February 28, 2022 74.36%
January 31, 2022 74.36%
December 31, 2021 74.36%
November 30, 2021 74.36%
October 31, 2021 74.36%
September 30, 2021 74.36%
August 31, 2021 74.36%
July 31, 2021 74.36%
June 30, 2021 74.36%
May 31, 2021 74.36%
April 30, 2021 74.36%
March 31, 2021 78.10%
February 28, 2021 79.25%
January 31, 2021 79.25%
December 31, 2020 79.25%
November 30, 2020 79.25%
October 31, 2020 79.25%
September 30, 2020 79.25%

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

74.36%
Minimum
Apr 2021
79.25%
Maximum
Nov 2019
75.73%
Average
74.36%
Median
Apr 2021

Max Drawdown (5Y) Benchmarks