Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 21.69%
September 30, 2024 21.69%
August 31, 2024 21.69%
July 31, 2024 21.69%
June 30, 2024 21.69%
May 31, 2024 21.69%
April 30, 2024 21.69%
March 31, 2024 21.69%
February 29, 2024 21.69%
January 31, 2024 21.69%
December 31, 2023 21.69%
November 30, 2023 21.69%
October 31, 2023 21.69%
September 30, 2023 21.69%
August 31, 2023 21.69%
July 31, 2023 21.69%
June 30, 2023 21.69%
May 31, 2023 21.69%
April 30, 2023 21.69%
March 31, 2023 21.69%
February 28, 2023 21.69%
January 31, 2023 21.69%
December 31, 2022 21.69%
November 30, 2022 21.69%
October 31, 2022 21.69%
Date Value
September 30, 2022 20.37%
August 31, 2022 16.37%
July 31, 2022 16.37%
June 30, 2022 16.37%
May 31, 2022 14.22%
April 30, 2022 12.54%
March 31, 2022 9.52%
February 28, 2022 9.52%
January 31, 2022 9.52%
December 31, 2021 9.52%
November 30, 2021 9.52%
October 31, 2021 9.52%
September 30, 2021 9.52%
August 31, 2021 9.52%
July 31, 2021 9.52%
June 30, 2021 9.52%
May 31, 2021 9.52%
April 30, 2021 9.52%
March 31, 2021 9.52%
February 28, 2021 9.52%
January 31, 2021 9.52%
December 31, 2020 9.52%
November 30, 2020 9.52%
October 31, 2020 9.52%
September 30, 2020 9.52%

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

0.97%
Minimum
Nov 2019
21.69%
Maximum
Oct 2022
14.69%
Average
13.38%
Median