Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.08%
March 31, 2024 99.08%
February 29, 2024 99.08%
January 31, 2024 99.08%
December 31, 2023 99.08%
November 30, 2023 98.77%
October 31, 2023 98.77%
September 30, 2023 98.77%
August 31, 2023 98.77%
July 31, 2023 98.46%
June 30, 2023 98.46%
May 31, 2023 98.46%
April 30, 2023 97.95%
March 31, 2023 97.95%
February 28, 2023 97.95%
January 31, 2023 97.95%
December 31, 2022 97.85%
November 30, 2022 97.64%
October 31, 2022 97.64%
September 30, 2022 97.64%
August 31, 2022 97.64%
July 31, 2022 97.64%
June 30, 2022 97.64%
May 31, 2022 97.03%
April 30, 2022 95.39%
Date Value
March 31, 2022 93.85%
February 28, 2022 93.75%
January 31, 2022 93.75%
December 31, 2021 93.75%
November 30, 2021 93.75%
October 31, 2021 93.75%
September 30, 2021 99.94%
August 31, 2021 99.94%
July 31, 2021 99.94%
June 30, 2021 99.94%
May 31, 2021 99.94%
April 30, 2021 99.94%
March 31, 2021 99.94%
February 28, 2021 99.94%
January 31, 2021 99.94%
December 31, 2020 99.94%
November 30, 2020 99.94%
October 31, 2020 99.94%
September 30, 2020 99.94%
August 31, 2020 99.94%
July 31, 2020 99.94%
June 30, 2020 99.94%
May 31, 2020 99.94%
April 30, 2020 99.94%
March 31, 2020 99.94%

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.

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Max Drawdown (5Y) Range, Past 5 Years

93.75%
Minimum
Oct 2021
99.94%
Maximum
May 2019
98.58%
Average
99.08%
Median
Dec 2023

Max Drawdown (5Y) Benchmarks