Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.09%
September 30, 2024 96.09%
August 31, 2024 96.09%
July 31, 2024 96.09%
June 30, 2024 96.09%
May 31, 2024 96.09%
April 30, 2024 96.09%
March 31, 2024 96.09%
February 29, 2024 96.09%
January 31, 2024 96.09%
December 31, 2023 96.09%
November 30, 2023 96.09%
October 31, 2023 95.62%
September 30, 2023 95.62%
August 31, 2023 95.62%
July 31, 2023 95.62%
June 30, 2023 95.62%
May 31, 2023 95.62%
April 30, 2023 95.62%
March 31, 2023 95.62%
February 28, 2023 95.62%
January 31, 2023 95.62%
December 31, 2022 95.62%
November 30, 2022 95.62%
October 31, 2022 95.62%
Date Value
September 30, 2022 95.62%
August 31, 2022 95.62%
July 31, 2022 95.62%
June 30, 2022 95.62%
May 31, 2022 95.62%
April 30, 2022 95.62%
March 31, 2022 95.62%
February 28, 2022 95.62%
January 31, 2022 95.62%
December 31, 2021 95.62%
November 30, 2021 95.62%
October 31, 2021 95.62%
September 30, 2021 95.62%
August 31, 2021 95.57%
July 31, 2021 95.57%
June 30, 2021 95.57%
May 31, 2021 95.57%
April 30, 2021 95.57%
March 31, 2021 95.57%
February 28, 2021 95.57%
January 31, 2021 95.57%
December 31, 2020 95.57%
November 30, 2020 95.57%
October 31, 2020 95.57%
September 30, 2020 95.57%

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

92.57%
Minimum
Nov 2019
96.09%
Maximum
Nov 2023
95.45%
Average
95.62%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks