Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 51.89%
September 30, 2024 51.89%
August 31, 2024 51.89%
July 31, 2024 51.89%
June 30, 2024 51.89%
May 31, 2024 51.89%
April 30, 2024 51.89%
March 31, 2024 51.89%
February 29, 2024 51.89%
January 31, 2024 51.89%
December 31, 2023 51.89%
November 30, 2023 51.89%
October 31, 2023 51.89%
September 30, 2023 51.89%
August 31, 2023 51.89%
July 31, 2023 51.89%
June 30, 2023 51.89%
May 31, 2023 51.89%
April 30, 2023 51.89%
March 31, 2023 51.89%
February 28, 2023 51.89%
January 31, 2023 51.89%
December 31, 2022 51.89%
November 30, 2022 51.89%
October 31, 2022 51.89%
Date Value
September 30, 2022 51.89%
August 31, 2022 51.89%
July 31, 2022 51.89%
June 30, 2022 51.89%
May 31, 2022 51.89%
April 30, 2022 51.89%
March 31, 2022 51.89%
February 28, 2022 51.89%
January 31, 2022 51.89%
December 31, 2021 51.89%
November 30, 2021 51.89%
October 31, 2021 51.89%
September 30, 2021 51.89%
August 31, 2021 51.89%
July 31, 2021 51.89%
June 30, 2021 51.89%
May 31, 2021 51.89%
April 30, 2021 51.89%
March 31, 2021 53.98%
February 28, 2021 53.98%
January 31, 2021 55.25%
December 31, 2020 55.25%
November 30, 2020 55.25%
October 31, 2020 55.25%
September 30, 2020 55.25%

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

51.89%
Minimum
Apr 2021
55.25%
Maximum
Nov 2019
52.80%
Average
51.89%
Median
Apr 2021

Max Drawdown (5Y) Benchmarks