Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 48.29%
September 30, 2024 48.29%
August 31, 2024 48.29%
July 31, 2024 48.29%
June 30, 2024 48.29%
May 31, 2024 48.29%
April 30, 2024 48.29%
March 31, 2024 48.29%
February 29, 2024 48.29%
January 31, 2024 48.29%
December 31, 2023 48.29%
November 30, 2023 48.29%
October 31, 2023 48.29%
September 30, 2023 48.29%
August 31, 2023 48.29%
July 31, 2023 48.29%
June 30, 2023 48.29%
May 31, 2023 48.29%
April 30, 2023 48.29%
March 31, 2023 48.29%
February 28, 2023 48.29%
January 31, 2023 48.29%
December 31, 2022 48.29%
November 30, 2022 48.29%
October 31, 2022 48.29%
Date Value
September 30, 2022 45.96%
August 31, 2022 42.36%
July 31, 2022 42.36%
June 30, 2022 42.36%
May 31, 2022 39.80%
April 30, 2022 32.90%
March 31, 2022 32.33%
February 28, 2022 32.33%
January 31, 2022 32.33%
December 31, 2021 32.65%
November 30, 2021 35.22%
October 31, 2021 38.45%
September 30, 2021 40.69%
August 31, 2021 41.16%
July 31, 2021 41.31%
June 30, 2021 41.79%
May 31, 2021 43.34%
April 30, 2021 47.51%
March 31, 2021 49.67%
February 28, 2021 49.67%
January 31, 2021 49.67%
December 31, 2020 50.22%
November 30, 2020 56.09%
October 31, 2020 56.09%
September 30, 2020 56.09%

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

32.33%
Minimum
Jan 2022
56.09%
Maximum
Nov 2019
47.34%
Average
48.29%
Median
Oct 2022