Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 35.95%
September 30, 2024 35.95%
August 31, 2024 35.95%
July 31, 2024 35.95%
June 30, 2024 35.95%
May 31, 2024 35.95%
April 30, 2024 35.95%
March 31, 2024 35.95%
February 29, 2024 35.95%
January 31, 2024 35.95%
December 31, 2023 35.95%
November 30, 2023 35.95%
October 31, 2023 35.95%
September 30, 2023 34.17%
August 31, 2023 34.17%
July 31, 2023 34.17%
June 30, 2023 34.17%
May 31, 2023 34.17%
April 30, 2023 34.17%
March 31, 2023 34.17%
February 28, 2023 34.17%
January 31, 2023 34.17%
December 31, 2022 34.17%
November 30, 2022 34.17%
October 31, 2022 34.17%
Date Value
September 30, 2022 31.79%
August 31, 2022 28.42%
July 31, 2022 28.42%
June 30, 2022 28.42%
May 31, 2022 27.71%
April 30, 2022 27.71%
March 31, 2022 27.71%
February 28, 2022 27.71%
January 31, 2022 27.71%
December 31, 2021 27.71%
November 30, 2021 27.71%
October 31, 2021 27.71%
September 30, 2021 27.71%
August 31, 2021 27.71%
July 31, 2021 27.71%
June 30, 2021 27.71%
May 31, 2021 27.71%
April 30, 2021 27.71%
March 31, 2021 27.71%
February 28, 2021 27.71%
January 31, 2021 27.71%
December 31, 2020 27.71%
November 30, 2020 27.71%
October 31, 2020 27.71%
September 30, 2020 27.71%

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

17.03%
Minimum
Nov 2019
35.95%
Maximum
Oct 2023
30.18%
Average
27.71%
Median
Mar 2020