Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 82.27%
September 30, 2024 82.27%
August 31, 2024 80.51%
July 31, 2024 80.51%
June 30, 2024 80.51%
May 31, 2024 80.51%
April 30, 2024 80.51%
March 31, 2024 80.51%
February 29, 2024 80.51%
January 31, 2024 80.51%
December 31, 2023 79.78%
November 30, 2023 79.06%
October 31, 2023 78.67%
September 30, 2023 78.67%
August 31, 2023 78.67%
July 31, 2023 78.67%
June 30, 2023 78.67%
May 31, 2023 78.67%
April 30, 2023 78.67%
March 31, 2023 78.67%
February 28, 2023 78.67%
January 31, 2023 78.67%
December 31, 2022 78.67%
November 30, 2022 78.67%
October 31, 2022 78.67%
Date Value
September 30, 2022 77.58%
August 31, 2022 75.63%
July 31, 2022 73.38%
June 30, 2022 73.38%
May 31, 2022 73.38%
April 30, 2022 73.38%
March 31, 2022 73.38%
February 28, 2022 59.39%
January 31, 2022 58.36%
December 31, 2021 58.36%
November 30, 2021 53.97%
October 31, 2021 53.97%
September 30, 2021 53.97%
August 31, 2021 46.21%
July 31, 2021 43.87%
June 30, 2021 48.45%
May 31, 2021 48.62%
April 30, 2021 50.44%
March 31, 2021 52.37%
February 28, 2021 52.37%
January 31, 2021 52.37%
December 31, 2020 52.37%
November 30, 2020 52.77%
October 31, 2020 52.77%
September 30, 2020 52.77%

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

43.87%
Minimum
Jul 2021
82.27%
Maximum
Sep 2024
66.35%
Average
73.38%
Median
Mar 2022