Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 54.60%
September 30, 2024 54.60%
August 31, 2024 54.60%
July 31, 2024 54.60%
June 30, 2024 54.60%
May 31, 2024 55.01%
April 30, 2024 56.19%
March 31, 2024 56.19%
February 29, 2024 56.19%
January 31, 2024 56.19%
December 31, 2023 56.19%
November 30, 2023 56.19%
October 31, 2023 56.19%
September 30, 2023 56.19%
August 31, 2023 56.19%
July 31, 2023 56.19%
June 30, 2023 56.19%
May 31, 2023 56.19%
April 30, 2023 56.19%
March 31, 2023 56.19%
February 28, 2023 56.19%
January 31, 2023 56.19%
December 31, 2022 56.19%
November 30, 2022 56.19%
October 31, 2022 56.19%
Date Value
September 30, 2022 56.19%
August 31, 2022 56.19%
July 31, 2022 56.19%
June 30, 2022 56.19%
May 31, 2022 56.19%
April 30, 2022 56.19%
March 31, 2022 56.19%
February 28, 2022 56.19%
January 31, 2022 56.19%
December 31, 2021 56.19%
November 30, 2021 56.19%
October 31, 2021 56.19%
September 30, 2021 56.19%
August 31, 2021 56.19%
July 31, 2021 56.19%
June 30, 2021 56.19%
May 31, 2021 58.14%
April 30, 2021 64.49%
March 31, 2021 66.11%
February 28, 2021 67.26%
January 31, 2021 72.07%
December 31, 2020 73.74%
November 30, 2020 73.74%
October 31, 2020 73.74%
September 30, 2020 73.74%

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

54.60%
Minimum
Jun 2024
73.74%
Maximum
Nov 2019
60.92%
Average
56.19%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks