Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 67.55%
September 30, 2024 67.55%
August 31, 2024 67.55%
July 31, 2024 67.55%
June 30, 2024 67.55%
May 31, 2024 67.55%
April 30, 2024 67.55%
March 31, 2024 67.55%
February 29, 2024 67.55%
January 31, 2024 67.55%
December 31, 2023 67.55%
November 30, 2023 67.55%
October 31, 2023 67.55%
September 30, 2023 67.55%
August 31, 2023 67.55%
July 31, 2023 67.55%
June 30, 2023 67.55%
May 31, 2023 67.55%
April 30, 2023 67.55%
March 31, 2023 67.55%
February 28, 2023 67.55%
January 31, 2023 67.55%
December 31, 2022 67.55%
November 30, 2022 67.55%
October 31, 2022 66.11%
Date Value
September 30, 2022 64.28%
August 31, 2022 59.41%
July 31, 2022 59.41%
June 30, 2022 59.41%
May 31, 2022 54.94%
April 30, 2022 54.94%
March 31, 2022 54.94%
February 28, 2022 54.94%
January 31, 2022 54.94%
December 31, 2021 54.94%
November 30, 2021 54.94%
October 31, 2021 54.94%
September 30, 2021 54.94%
August 31, 2021 54.94%
July 31, 2021 54.94%
June 30, 2021 54.94%
May 31, 2021 54.94%
April 30, 2021 54.94%
March 31, 2021 54.94%
February 28, 2021 54.94%
January 31, 2021 54.94%
December 31, 2020 54.94%
November 30, 2020 54.94%
October 31, 2020 54.94%
September 30, 2020 54.94%

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

44.35%
Minimum
Nov 2019
67.55%
Maximum
Nov 2022
59.84%
Average
54.94%
Median
Mar 2020