Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.62%
September 30, 2024 92.62%
August 31, 2024 92.62%
July 31, 2024 92.62%
June 30, 2024 92.62%
May 31, 2024 92.62%
April 30, 2024 92.62%
March 31, 2024 92.62%
February 29, 2024 92.62%
January 31, 2024 92.62%
December 31, 2023 93.05%
November 30, 2023 94.22%
October 31, 2023 94.22%
September 30, 2023 94.22%
August 31, 2023 94.22%
July 31, 2023 94.93%
June 30, 2023 95.14%
May 31, 2023 95.14%
April 30, 2023 95.57%
March 31, 2023 95.57%
February 28, 2023 95.57%
January 31, 2023 95.57%
December 31, 2022 95.57%
November 30, 2022 95.57%
October 31, 2022 95.57%
Date Value
September 30, 2022 95.57%
August 31, 2022 95.57%
July 31, 2022 95.57%
June 30, 2022 95.57%
May 31, 2022 95.57%
April 30, 2022 95.57%
March 31, 2022 95.57%
February 28, 2022 95.57%
January 31, 2022 95.57%
December 31, 2021 95.57%
November 30, 2021 95.57%
October 31, 2021 95.57%
September 30, 2021 95.57%
August 31, 2021 95.57%
July 31, 2021 95.57%
June 30, 2021 95.57%
May 31, 2021 95.57%
April 30, 2021 95.57%
March 31, 2021 95.57%
February 28, 2021 95.57%
January 31, 2021 95.57%
December 31, 2020 95.57%
November 30, 2020 95.57%
October 31, 2020 95.57%
September 30, 2020 95.57%

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

92.62%
Minimum
Jan 2024
95.57%
Maximum
Nov 2019
94.92%
Average
95.57%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks