Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 91.95%
March 31, 2024 91.95%
February 29, 2024 91.95%
January 31, 2024 91.95%
December 31, 2023 91.95%
November 30, 2023 91.95%
October 31, 2023 91.95%
September 30, 2023 91.95%
August 31, 2023 91.95%
July 31, 2023 91.95%
June 30, 2023 91.95%
May 31, 2023 91.95%
April 30, 2023 91.95%
March 31, 2023 91.95%
February 28, 2023 91.95%
January 31, 2023 91.95%
December 31, 2022 91.95%
November 30, 2022 91.87%
October 31, 2022 91.10%
September 30, 2022 87.44%
August 31, 2022 84.71%
July 31, 2022 84.71%
June 30, 2022 84.71%
May 31, 2022 84.71%
April 30, 2022 81.22%
Date Value
March 31, 2022 81.22%
February 28, 2022 81.22%
January 31, 2022 81.22%
December 31, 2021 81.22%
November 30, 2021 81.22%
October 31, 2021 81.22%
September 30, 2021 81.22%
August 31, 2021 81.22%
July 31, 2021 81.22%
June 30, 2021 81.22%
May 31, 2021 81.22%
April 30, 2021 81.22%
March 31, 2021 81.22%
February 28, 2021 81.22%
January 31, 2021 81.22%
December 31, 2020 81.22%
November 30, 2020 81.22%
October 31, 2020 81.22%
September 30, 2020 81.22%
August 31, 2020 81.22%
July 31, 2020 81.22%
June 30, 2020 82.32%
May 31, 2020 84.29%
April 30, 2020 86.57%
March 31, 2020 86.57%

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

81.22%
Minimum
Jul 2020
91.95%
Maximum
Dec 2022
86.08%
Average
86.57%
Median
May 2019

Max Drawdown (5Y) Benchmarks