Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.32%
September 30, 2024 36.32%
August 31, 2024 36.32%
July 31, 2024 36.32%
June 30, 2024 36.32%
May 31, 2024 36.32%
April 30, 2024 36.32%
March 31, 2024 36.32%
February 29, 2024 36.32%
January 31, 2024 36.32%
December 31, 2023 36.32%
November 30, 2023 36.32%
October 31, 2023 36.32%
September 30, 2023 36.32%
August 31, 2023 36.32%
July 31, 2023 36.32%
June 30, 2023 36.32%
May 31, 2023 36.32%
April 30, 2023 36.32%
March 31, 2023 36.32%
February 28, 2023 36.32%
January 31, 2023 36.32%
December 31, 2022 36.32%
November 30, 2022 36.26%
October 31, 2022 36.26%
Date Value
September 30, 2022 34.57%
August 31, 2022 33.30%
July 31, 2022 33.30%
June 30, 2022 33.30%
May 31, 2022 29.33%
April 30, 2022 29.08%
March 31, 2022 29.08%
February 28, 2022 29.08%
January 31, 2022 29.08%
December 31, 2021 29.08%
November 30, 2021 29.08%
October 31, 2021 29.08%
September 30, 2021 29.08%
August 31, 2021 29.08%
July 31, 2021 29.08%
June 30, 2021 29.08%
May 31, 2021 29.08%
April 30, 2021 29.08%
March 31, 2021 29.08%
February 28, 2021 29.08%
January 31, 2021 29.08%
December 31, 2020 29.08%
November 30, 2020 29.08%
October 31, 2020 29.08%
September 30, 2020 29.08%

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

23.08%
Minimum
Nov 2019
36.32%
Maximum
Dec 2022
32.00%
Average
29.20%
Median