Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 37.27%
September 30, 2024 37.27%
August 31, 2024 37.27%
July 31, 2024 37.27%
June 30, 2024 37.27%
May 31, 2024 37.27%
April 30, 2024 37.27%
March 31, 2024 37.27%
February 29, 2024 37.27%
January 31, 2024 37.27%
December 31, 2023 37.27%
November 30, 2023 37.27%
October 31, 2023 37.27%
September 30, 2023 37.27%
August 31, 2023 37.27%
July 31, 2023 37.27%
June 30, 2023 37.27%
May 31, 2023 37.27%
April 30, 2023 37.27%
March 31, 2023 37.27%
February 28, 2023 37.27%
January 31, 2023 37.27%
December 31, 2022 37.27%
November 30, 2022 37.27%
October 31, 2022 37.27%
Date Value
September 30, 2022 37.27%
August 31, 2022 37.27%
July 31, 2022 37.27%
June 30, 2022 37.27%
May 31, 2022 37.27%
April 30, 2022 37.27%
March 31, 2022 37.27%
February 28, 2022 37.27%
January 31, 2022 37.27%
December 31, 2021 37.27%
November 30, 2021 37.27%
October 31, 2021 37.27%
September 30, 2021 37.27%
August 31, 2021 37.27%
July 31, 2021 37.27%
June 30, 2021 37.89%
May 31, 2021 40.79%
April 30, 2021 41.78%
March 31, 2021 41.78%
February 28, 2021 45.88%
January 31, 2021 46.83%
December 31, 2020 46.83%
November 30, 2020 50.30%
October 31, 2020 50.30%
September 30, 2020 50.30%

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

37.27%
Minimum
Jul 2021
56.40%
Maximum
Nov 2019
40.88%
Average
37.27%
Median
Jul 2021