Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 46.72%
September 30, 2024 46.72%
August 31, 2024 46.72%
July 31, 2024 46.72%
June 30, 2024 46.72%
May 31, 2024 46.72%
April 30, 2024 46.72%
March 31, 2024 46.72%
February 29, 2024 46.72%
January 31, 2024 46.72%
December 31, 2023 46.72%
November 30, 2023 46.72%
October 31, 2023 48.64%
September 30, 2023 48.64%
August 31, 2023 48.64%
July 31, 2023 48.64%
June 30, 2023 48.64%
May 31, 2023 48.64%
April 30, 2023 48.64%
March 31, 2023 48.64%
February 28, 2023 48.64%
January 31, 2023 48.64%
December 31, 2022 48.64%
November 30, 2022 48.64%
October 31, 2022 48.64%
Date Value
September 30, 2022 49.73%
August 31, 2022 50.45%
July 31, 2022 52.60%
June 30, 2022 52.60%
May 31, 2022 52.60%
April 30, 2022 52.60%
March 31, 2022 52.60%
February 28, 2022 52.60%
January 31, 2022 52.60%
December 31, 2021 52.60%
November 30, 2021 56.25%
October 31, 2021 56.25%
September 30, 2021 56.25%
August 31, 2021 56.25%
July 31, 2021 56.25%
June 30, 2021 56.25%
May 31, 2021 56.25%
April 30, 2021 56.25%
March 31, 2021 64.33%
February 28, 2021 65.72%
January 31, 2021 73.38%
December 31, 2020 76.27%
November 30, 2020 76.27%
October 31, 2020 76.27%
September 30, 2020 76.27%

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

46.72%
Minimum
Nov 2023
76.27%
Maximum
Nov 2019
57.25%
Average
52.60%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks