Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 58.31%
September 30, 2024 58.31%
August 31, 2024 58.31%
July 31, 2024 58.31%
June 30, 2024 58.31%
May 31, 2024 58.31%
April 30, 2024 58.31%
March 31, 2024 58.31%
February 29, 2024 58.31%
January 31, 2024 58.31%
December 31, 2023 58.31%
November 30, 2023 56.93%
October 31, 2023 56.93%
September 30, 2023 56.93%
August 31, 2023 56.93%
July 31, 2023 56.93%
June 30, 2023 56.93%
May 31, 2023 56.93%
April 30, 2023 56.93%
March 31, 2023 56.93%
February 28, 2023 56.93%
January 31, 2023 56.93%
December 31, 2022 56.93%
November 30, 2022 56.93%
October 31, 2022 56.93%
Date Value
September 30, 2022 56.93%
August 31, 2022 56.93%
July 31, 2022 56.93%
June 30, 2022 56.93%
May 31, 2022 59.72%
April 30, 2022 60.10%
March 31, 2022 60.10%
February 28, 2022 61.82%
January 31, 2022 61.82%
December 31, 2021 65.43%
November 30, 2021 65.83%
October 31, 2021 66.05%
September 30, 2021 69.20%
August 31, 2021 74.46%
July 31, 2021 74.65%
June 30, 2021 78.11%
May 31, 2021 81.24%
April 30, 2021 81.83%
March 31, 2021 84.99%
February 28, 2021 86.01%
January 31, 2021 92.25%
December 31, 2020 93.01%
November 30, 2020 93.01%
October 31, 2020 93.01%
September 30, 2020 93.01%

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

56.93%
Minimum
Jun 2022
93.01%
Maximum
Nov 2019
69.86%
Average
59.91%
Median

Max Drawdown (5Y) Benchmarks

Rio Tinto PLC 37.48%
BHP Group Ltd 43.85%
Glencore PLC 75.73%
Vale SA 57.88%
Antofagasta PLC 54.22%