Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 32.18%
September 30, 2024 32.18%
August 31, 2024 32.86%
July 31, 2024 34.10%
June 30, 2024 34.10%
May 31, 2024 34.10%
April 30, 2024 34.10%
March 31, 2024 34.10%
February 29, 2024 34.10%
January 31, 2024 34.10%
December 31, 2023 34.10%
November 30, 2023 34.10%
October 31, 2023 34.10%
September 30, 2023 34.10%
August 31, 2023 34.10%
July 31, 2023 34.10%
June 30, 2023 34.10%
May 31, 2023 34.10%
April 30, 2023 34.10%
March 31, 2023 34.10%
February 28, 2023 34.10%
January 31, 2023 34.10%
December 31, 2022 34.10%
November 30, 2022 34.10%
October 31, 2022 34.10%
Date Value
September 30, 2022 34.10%
August 31, 2022 34.10%
July 31, 2022 34.10%
June 30, 2022 34.10%
May 31, 2022 34.10%
April 30, 2022 34.10%
March 31, 2022 34.10%
February 28, 2022 34.10%
January 31, 2022 34.10%
December 31, 2021 34.10%
November 30, 2021 34.10%
October 31, 2021 35.65%
September 30, 2021 35.65%
August 31, 2021 35.65%
July 31, 2021 35.65%
June 30, 2021 35.65%
May 31, 2021 35.65%
April 30, 2021 35.65%
March 31, 2021 35.65%
February 28, 2021 38.74%
January 31, 2021 38.74%
December 31, 2020 38.74%
November 30, 2020 38.74%
October 31, 2020 38.74%
September 30, 2020 38.74%

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

32.18%
Minimum
Sep 2024
38.74%
Maximum
Nov 2019
35.46%
Average
34.10%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks