Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 46.69%
October 31, 2024 46.69%
September 30, 2024 46.69%
August 31, 2024 46.69%
July 31, 2024 46.69%
June 30, 2024 46.69%
May 31, 2024 46.69%
April 30, 2024 46.69%
March 31, 2024 46.69%
February 29, 2024 46.69%
January 31, 2024 46.69%
December 31, 2023 46.69%
November 30, 2023 46.69%
October 31, 2023 46.69%
September 30, 2023 46.69%
August 31, 2023 46.69%
July 31, 2023 46.69%
June 30, 2023 46.69%
May 31, 2023 46.69%
April 30, 2023 46.69%
March 31, 2023 46.69%
February 28, 2023 46.69%
January 31, 2023 46.69%
December 31, 2022 46.69%
November 30, 2022 46.69%
Date Value
October 31, 2022 46.69%
September 30, 2022 46.69%
August 31, 2022 46.69%
July 31, 2022 46.69%
June 30, 2022 46.69%
May 31, 2022 41.36%
April 30, 2022 41.36%
March 31, 2022 40.00%
February 28, 2022 36.26%
January 31, 2022 36.26%
December 31, 2021 36.26%
November 30, 2021 36.26%
October 31, 2021 36.26%
September 30, 2021 36.26%
August 31, 2021 36.26%
July 31, 2021 36.26%
June 30, 2021 36.26%
May 31, 2021 36.26%
April 30, 2021 36.26%
March 31, 2021 36.26%
February 28, 2021 36.26%
January 31, 2021 36.26%
December 31, 2020 36.26%
November 30, 2020 36.26%
October 31, 2020 36.26%

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

24.79%
Minimum
Dec 2019
46.69%
Maximum
Jun 2022
41.13%
Average
44.02%
Median

Max Drawdown (5Y) Benchmarks