Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 29.68%
September 30, 2024 29.68%
August 31, 2024 29.68%
July 31, 2024 29.68%
June 30, 2024 29.68%
May 31, 2024 29.68%
April 30, 2024 29.68%
March 31, 2024 26.52%
February 29, 2024 26.52%
January 31, 2024 26.52%
December 31, 2023 26.52%
November 30, 2023 26.52%
October 31, 2023 31.33%
September 30, 2023 31.68%
August 31, 2023 31.68%
July 31, 2023 31.68%
June 30, 2023 31.68%
May 31, 2023 31.68%
April 30, 2023 31.68%
March 31, 2023 31.68%
February 28, 2023 31.68%
January 31, 2023 31.68%
December 31, 2022 31.68%
November 30, 2022 31.68%
October 31, 2022 31.68%
Date Value
September 30, 2022 31.68%
August 31, 2022 31.68%
July 31, 2022 31.68%
June 30, 2022 31.68%
May 31, 2022 31.68%
April 30, 2022 31.68%
March 31, 2022 31.68%
February 28, 2022 31.68%
January 31, 2022 31.68%
December 31, 2021 31.68%
November 30, 2021 31.68%
October 31, 2021 31.68%
September 30, 2021 31.68%
August 31, 2021 31.68%
July 31, 2021 31.68%
June 30, 2021 31.68%
May 31, 2021 31.68%
April 30, 2021 31.68%
March 31, 2021 33.77%
February 28, 2021 33.77%
January 31, 2021 33.77%
December 31, 2020 33.77%
November 30, 2020 33.77%
October 31, 2020 34.83%
September 30, 2020 34.83%

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

26.52%
Minimum
Nov 2023
34.83%
Maximum
Nov 2019
31.81%
Average
31.68%
Median
Apr 2021