Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 86.27%
September 30, 2024 86.27%
August 31, 2024 86.27%
July 31, 2024 86.27%
June 30, 2024 86.27%
May 31, 2024 86.27%
April 30, 2024 86.27%
March 31, 2024 86.27%
February 29, 2024 86.27%
January 31, 2024 86.27%
December 31, 2023 86.27%
November 30, 2023 86.27%
October 31, 2023 86.27%
September 30, 2023 86.27%
August 31, 2023 86.27%
July 31, 2023 86.27%
June 30, 2023 86.27%
May 31, 2023 86.27%
April 30, 2023 86.27%
March 31, 2023 86.27%
February 28, 2023 86.27%
January 31, 2023 86.27%
December 31, 2022 86.27%
November 30, 2022 86.27%
October 31, 2022 86.27%
Date Value
September 30, 2022 84.36%
August 31, 2022 84.36%
July 31, 2022 84.36%
June 30, 2022 80.75%
May 31, 2022 80.75%
April 30, 2022 79.30%
March 31, 2022 79.30%
February 28, 2022 79.30%
January 31, 2022 76.56%
December 31, 2021 71.51%
November 30, 2021 70.99%
October 31, 2021 70.99%
September 30, 2021 70.99%
August 31, 2021 70.99%
July 31, 2021 70.99%
June 30, 2021 70.99%
May 31, 2021 70.99%
April 30, 2021 70.99%
March 31, 2021 70.99%
February 28, 2021 70.99%
January 31, 2021 70.99%
December 31, 2020 70.99%
November 30, 2020 70.99%
October 31, 2020 70.99%
September 30, 2020 70.99%

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

21.05%
Minimum
Nov 2019
86.27%
Maximum
Oct 2022
75.75%
Average
80.02%
Median