Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.45%
September 30, 2024 63.98%
August 31, 2024 63.48%
July 31, 2024 63.48%
June 30, 2024 63.48%
May 31, 2024 63.48%
April 30, 2024 63.48%
March 31, 2024 63.48%
February 29, 2024 63.48%
January 31, 2024 63.48%
December 31, 2023 63.48%
November 30, 2023 63.48%
October 31, 2023 63.48%
September 30, 2023 57.99%
August 31, 2023 57.44%
July 31, 2023 57.44%
June 30, 2023 57.44%
May 31, 2023 57.44%
April 30, 2023 57.44%
March 31, 2023 57.44%
February 28, 2023 57.44%
January 31, 2023 57.44%
December 31, 2022 57.44%
November 30, 2022 57.44%
October 31, 2022 57.44%
Date Value
September 30, 2022 55.69%
August 31, 2022 55.69%
July 31, 2022 55.69%
June 30, 2022 55.69%
May 31, 2022 55.69%
April 30, 2022 55.69%
March 31, 2022 55.69%
February 28, 2022 55.69%
January 31, 2022 55.69%
December 31, 2021 55.69%
November 30, 2021 55.69%
October 31, 2021 55.69%
September 30, 2021 55.69%
August 31, 2021 55.69%
July 31, 2021 55.69%
June 30, 2021 55.69%
May 31, 2021 55.69%
April 30, 2021 55.69%
March 31, 2021 55.69%
February 28, 2021 55.69%
January 31, 2021 55.69%
December 31, 2020 55.69%
November 30, 2020 55.69%
October 31, 2020 55.69%
September 30, 2020 55.69%

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

55.69%
Minimum
Sep 2020
65.45%
Maximum
Oct 2024
57.84%
Average
56.08%
Median
Nov 2019