Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 60.52%
September 30, 2024 60.52%
August 31, 2024 60.52%
July 31, 2024 60.52%
June 30, 2024 60.52%
May 31, 2024 60.52%
April 30, 2024 60.52%
March 31, 2024 56.65%
February 29, 2024 56.40%
January 31, 2024 52.08%
December 31, 2023 47.45%
November 30, 2023 47.45%
October 31, 2023 47.13%
September 30, 2023 43.85%
August 31, 2023 41.38%
July 31, 2023 41.38%
June 30, 2023 41.38%
May 31, 2023 41.38%
April 30, 2023 38.33%
March 31, 2023 38.32%
February 28, 2023 37.00%
January 31, 2023 37.00%
December 31, 2022 37.00%
November 30, 2022 37.00%
October 31, 2022 37.00%
Date Value
September 30, 2022 35.22%
August 31, 2022 34.87%
July 31, 2022 34.87%
June 30, 2022 34.87%
May 31, 2022 29.55%
April 30, 2022 28.80%
March 31, 2022 28.80%
February 28, 2022 28.80%
January 31, 2022 28.80%
December 31, 2021 28.80%
November 30, 2021 28.80%
October 31, 2021 28.80%
September 30, 2021 28.80%
August 31, 2021 28.80%
July 31, 2021 28.80%
June 30, 2021 28.80%
May 31, 2021 28.80%
April 30, 2021 28.80%
March 31, 2021 28.80%
February 28, 2021 28.80%
January 31, 2021 28.80%
December 31, 2020 28.80%
November 30, 2020 28.80%
October 31, 2020 28.80%
September 30, 2020 28.80%

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

25.15%
Minimum
Nov 2019
60.52%
Maximum
Apr 2024
37.01%
Average
29.18%
Median