Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 40.66%
September 30, 2024 40.66%
August 31, 2024 40.66%
July 31, 2024 40.66%
June 30, 2024 40.66%
May 31, 2024 40.66%
April 30, 2024 40.66%
March 31, 2024 40.66%
February 29, 2024 40.66%
January 31, 2024 40.66%
December 31, 2023 40.66%
November 30, 2023 40.66%
October 31, 2023 40.66%
September 30, 2023 40.66%
August 31, 2023 40.66%
July 31, 2023 40.66%
June 30, 2023 40.66%
May 31, 2023 40.66%
April 30, 2023 36.74%
March 31, 2023 36.74%
February 28, 2023 36.74%
January 31, 2023 36.74%
December 31, 2022 36.74%
November 30, 2022 36.74%
October 31, 2022 36.74%
Date Value
September 30, 2022 36.74%
August 31, 2022 36.74%
July 31, 2022 36.74%
June 30, 2022 36.74%
May 31, 2022 36.74%
April 30, 2022 36.74%
March 31, 2022 36.74%
February 28, 2022 36.74%
January 31, 2022 36.74%
December 31, 2021 36.74%
November 30, 2021 36.74%
October 31, 2021 36.74%
September 30, 2021 36.74%
August 31, 2021 36.74%
July 31, 2021 36.74%
June 30, 2021 36.74%
May 31, 2021 36.74%
April 30, 2021 36.74%
March 31, 2021 36.74%
February 28, 2021 36.74%
January 31, 2021 36.74%
December 31, 2020 36.74%
November 30, 2020 36.74%
October 31, 2020 36.74%
September 30, 2020 36.74%

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

25.79%
Minimum
Nov 2019
40.66%
Maximum
May 2023
37.18%
Average
36.74%
Median
Mar 2020