Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 96.70%
December 31, 2023 96.70%
November 30, 2023 99.18%
October 31, 2023 99.59%
September 30, 2023 99.59%
August 31, 2023 99.59%
July 31, 2023 99.59%
June 30, 2023 99.59%
May 31, 2023 99.59%
April 30, 2023 99.59%
March 31, 2023 99.59%
February 28, 2023 99.59%
January 31, 2023 99.59%
December 31, 2022 99.59%
November 30, 2022 99.59%
October 31, 2022 99.59%
September 30, 2022 99.59%
August 31, 2022 99.59%
July 31, 2022 99.59%
June 30, 2022 99.59%
May 31, 2022 99.59%
April 30, 2022 99.59%
Date Value
March 31, 2022 99.59%
February 28, 2022 99.59%
January 31, 2022 99.59%
December 31, 2021 99.59%
November 30, 2021 99.59%
October 31, 2021 99.59%
September 30, 2021 99.59%
August 31, 2021 99.59%
July 31, 2021 99.59%
June 30, 2021 99.59%
May 31, 2021 99.59%
April 30, 2021 99.59%
March 31, 2021 99.59%
February 28, 2021 99.59%
January 31, 2021 99.59%
December 31, 2020 99.59%
November 30, 2020 99.59%
October 31, 2020 99.59%
September 30, 2020 99.59%
August 31, 2020 99.59%
July 31, 2020 99.59%
June 30, 2020 99.59%
May 31, 2020 99.59%
April 30, 2020 99.59%
March 31, 2020 99.59%

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

96.70%
Minimum
Dec 2023
99.99%
Maximum
Feb 2024
99.51%
Average
99.59%
Median
May 2019

Max Drawdown (5Y) Benchmarks