Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.69%
September 30, 2024 65.69%
August 31, 2024 69.12%
July 31, 2024 69.97%
June 30, 2024 69.97%
May 31, 2024 69.97%
April 30, 2024 69.97%
March 31, 2024 69.97%
February 29, 2024 69.97%
January 31, 2024 71.33%
December 31, 2023 72.31%
November 30, 2023 72.32%
October 31, 2023 72.32%
September 30, 2023 72.32%
August 31, 2023 72.32%
July 31, 2023 72.32%
June 30, 2023 72.32%
May 31, 2023 72.32%
April 30, 2023 72.32%
March 31, 2023 75.96%
February 28, 2023 75.96%
January 31, 2023 78.82%
December 31, 2022 78.82%
November 30, 2022 78.82%
October 31, 2022 78.82%
Date Value
September 30, 2022 78.82%
August 31, 2022 78.82%
July 31, 2022 78.82%
June 30, 2022 78.82%
May 31, 2022 78.82%
April 30, 2022 78.82%
March 31, 2022 78.82%
February 28, 2022 78.82%
January 31, 2022 78.82%
December 31, 2021 78.82%
November 30, 2021 78.82%
October 31, 2021 78.82%
September 30, 2021 78.82%
August 31, 2021 78.82%
July 31, 2021 78.82%
June 30, 2021 78.82%
May 31, 2021 78.82%
April 30, 2021 78.82%
March 31, 2021 78.82%
February 28, 2021 79.11%
January 31, 2021 79.11%
December 31, 2020 79.11%
November 30, 2020 79.11%
October 31, 2020 79.11%
September 30, 2020 79.11%

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

65.69%
Minimum
Sep 2024
79.11%
Maximum
Nov 2019
76.22%
Average
78.82%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks