Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 26.82%
September 30, 2024 26.82%
August 31, 2024 26.82%
July 31, 2024 26.82%
June 30, 2024 26.82%
May 31, 2024 26.82%
April 30, 2024 26.82%
March 31, 2024 26.82%
February 29, 2024 26.82%
January 31, 2024 26.82%
December 31, 2023 26.82%
November 30, 2023 26.82%
October 31, 2023 26.82%
September 30, 2023 26.82%
August 31, 2023 26.82%
July 31, 2023 26.82%
June 30, 2023 26.82%
May 31, 2023 26.82%
April 30, 2023 26.82%
March 31, 2023 26.82%
February 28, 2023 26.82%
January 31, 2023 26.82%
December 31, 2022 26.82%
November 30, 2022 26.82%
October 31, 2022 26.82%
Date Value
September 30, 2022 23.32%
August 31, 2022 18.54%
July 31, 2022 18.54%
June 30, 2022 18.54%
May 31, 2022 18.54%
April 30, 2022 21.12%
March 31, 2022 21.91%
February 28, 2022 24.94%
January 31, 2022 25.29%
December 31, 2021 25.29%
November 30, 2021 26.63%
October 31, 2021 27.23%
September 30, 2021 27.23%
August 31, 2021 27.23%
July 31, 2021 27.23%
June 30, 2021 27.23%
May 31, 2021 27.23%
April 30, 2021 27.23%
March 31, 2021 27.23%
February 28, 2021 27.23%
January 31, 2021 27.23%
December 31, 2020 27.23%
November 30, 2020 27.23%
October 31, 2020 27.23%
September 30, 2020 27.23%

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

18.54%
Minimum
May 2022
27.23%
Maximum
Nov 2019
26.11%
Average
26.82%
Median
Oct 2022