Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 28.24%
September 30, 2024 28.24%
August 31, 2024 28.24%
July 31, 2024 28.24%
June 30, 2024 28.24%
May 31, 2024 25.20%
April 30, 2024 22.93%
March 31, 2024 22.93%
February 29, 2024 22.93%
January 31, 2024 22.93%
December 31, 2023 22.93%
November 30, 2023 24.27%
October 31, 2023 27.40%
September 30, 2023 29.59%
August 31, 2023 29.59%
July 31, 2023 29.59%
June 30, 2023 29.59%
May 31, 2023 29.59%
April 30, 2023 29.59%
March 31, 2023 29.59%
February 28, 2023 29.59%
January 31, 2023 29.59%
December 31, 2022 29.59%
November 30, 2022 29.59%
October 31, 2022 29.59%
Date Value
September 30, 2022 29.59%
August 31, 2022 29.59%
July 31, 2022 29.59%
June 30, 2022 29.59%
May 31, 2022 29.59%
April 30, 2022 29.59%
March 31, 2022 29.59%
February 28, 2022 29.59%
January 31, 2022 29.59%
December 31, 2021 29.59%
November 30, 2021 29.59%
October 31, 2021 29.59%
September 30, 2021 29.59%
August 31, 2021 29.59%
July 31, 2021 29.59%
June 30, 2021 29.59%
May 31, 2021 29.59%
April 30, 2021 29.59%
March 31, 2021 29.59%
February 28, 2021 29.59%
January 31, 2021 29.59%
December 31, 2020 29.59%
November 30, 2020 29.59%
October 31, 2020 29.59%
September 30, 2020 29.59%

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

22.93%
Minimum
Dec 2023
29.59%
Maximum
Nov 2019
28.72%
Average
29.59%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks