Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 93.02%
March 31, 2024 93.02%
February 29, 2024 93.02%
January 31, 2024 93.02%
December 31, 2023 93.02%
November 30, 2023 93.02%
October 31, 2023 93.02%
September 30, 2023 93.02%
August 31, 2023 93.02%
July 31, 2023 93.02%
June 30, 2023 93.02%
May 31, 2023 93.02%
April 30, 2023 93.02%
March 31, 2023 93.02%
February 28, 2023 93.02%
January 31, 2023 93.02%
December 31, 2022 93.02%
November 30, 2022 93.02%
October 31, 2022 93.02%
September 30, 2022 93.02%
August 31, 2022 91.17%
July 31, 2022 91.17%
June 30, 2022 91.17%
May 31, 2022 91.17%
April 30, 2022 91.17%
Date Value
March 31, 2022 91.17%
February 28, 2022 91.17%
January 31, 2022 91.17%
December 31, 2021 91.17%
November 30, 2021 91.17%
October 31, 2021 91.17%
September 30, 2021 91.17%
August 31, 2021 91.17%
July 31, 2021 91.17%
June 30, 2021 91.17%
May 31, 2021 91.17%
April 30, 2021 91.17%
March 31, 2021 91.17%
February 28, 2021 91.17%
January 31, 2021 91.17%
December 31, 2020 91.17%
November 30, 2020 91.17%
October 31, 2020 91.17%
September 30, 2020 91.17%
August 31, 2020 91.17%
July 31, 2020 91.17%
June 30, 2020 91.17%
May 31, 2020 91.17%
April 30, 2020 91.17%
March 31, 2020 91.17%

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

78.79%
Minimum
May 2019
93.02%
Maximum
Sep 2022
90.81%
Average
91.17%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks