Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 51.30%
September 30, 2024 51.30%
August 31, 2024 51.30%
July 31, 2024 51.30%
June 30, 2024 51.30%
May 31, 2024 51.30%
April 30, 2024 51.30%
March 31, 2024 51.30%
February 29, 2024 51.30%
January 31, 2024 51.30%
December 31, 2023 51.30%
November 30, 2023 51.30%
October 31, 2023 51.30%
September 30, 2023 51.30%
August 31, 2023 51.30%
July 31, 2023 51.30%
June 30, 2023 51.30%
May 31, 2023 51.30%
April 30, 2023 51.30%
March 31, 2023 51.30%
February 28, 2023 51.30%
January 31, 2023 51.30%
December 31, 2022 51.30%
November 30, 2022 51.30%
October 31, 2022 51.30%
Date Value
September 30, 2022 47.26%
August 31, 2022 41.25%
July 31, 2022 41.25%
June 30, 2022 41.25%
May 31, 2022 41.25%
April 30, 2022 35.02%
March 31, 2022 30.97%
February 28, 2022 30.97%
January 31, 2022 30.97%
December 31, 2021 30.23%
November 30, 2021 30.23%
October 31, 2021 30.23%
September 30, 2021 30.23%
August 31, 2021 30.23%
July 31, 2021 30.23%
June 30, 2021 30.23%
May 31, 2021 30.23%
April 30, 2021 30.23%
March 31, 2021 31.38%
February 28, 2021 38.89%
January 31, 2021 47.62%
December 31, 2020 47.62%
November 30, 2020 47.62%
October 31, 2020 47.62%
September 30, 2020 47.62%

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.

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Max Drawdown (5Y) Range, Past 5 Years

30.23%
Minimum
Apr 2021
51.30%
Maximum
Oct 2022
44.65%
Average
47.62%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks