Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 67.78%
September 30, 2024 67.78%
August 31, 2024 67.78%
July 31, 2024 67.78%
June 30, 2024 67.78%
May 31, 2024 67.78%
April 30, 2024 67.78%
March 31, 2024 67.78%
February 29, 2024 67.78%
January 31, 2024 67.78%
December 31, 2023 67.78%
November 30, 2023 67.78%
October 31, 2023 67.63%
September 30, 2023 63.56%
August 31, 2023 63.08%
July 31, 2023 63.08%
June 30, 2023 63.08%
May 31, 2023 63.08%
April 30, 2023 63.08%
March 31, 2023 63.08%
February 28, 2023 63.08%
January 31, 2023 63.08%
December 31, 2022 63.08%
November 30, 2022 63.08%
October 31, 2022 59.32%
Date Value
September 30, 2022 57.37%
August 31, 2022 53.06%
July 31, 2022 53.06%
June 30, 2022 53.06%
May 31, 2022 48.82%
April 30, 2022 39.85%
March 31, 2022 38.15%
February 28, 2022 37.67%
January 31, 2022 37.67%
December 31, 2021 37.67%
November 30, 2021 37.67%
October 31, 2021 46.72%
September 30, 2021 46.72%
August 31, 2021 46.72%
July 31, 2021 55.57%
June 30, 2021 60.29%
May 31, 2021 60.29%
April 30, 2021 60.29%
March 31, 2021 60.29%
February 28, 2021 60.29%
January 31, 2021 60.29%
December 31, 2020 60.29%
November 30, 2020 60.29%
October 31, 2020 60.29%
September 30, 2020 60.29%

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

37.67%
Minimum
Nov 2021
67.78%
Maximum
Nov 2023
58.84%
Average
60.29%
Median
Nov 2019