Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 45.72%
March 31, 2024 45.72%
February 29, 2024 37.47%
January 31, 2024 37.47%
December 31, 2023 37.47%
November 30, 2023 37.47%
October 31, 2023 37.47%
September 30, 2023 37.47%
August 31, 2023 37.47%
July 31, 2023 37.47%
June 30, 2023 37.47%
May 31, 2023 37.47%
April 30, 2023 37.47%
March 31, 2023 37.47%
February 28, 2023 37.47%
January 31, 2023 37.47%
December 31, 2022 37.47%
November 30, 2022 37.47%
October 31, 2022 37.47%
September 30, 2022 37.47%
August 31, 2022 37.47%
July 31, 2022 37.47%
June 30, 2022 37.47%
May 31, 2022 37.47%
April 30, 2022 37.47%
Date Value
March 31, 2022 33.00%
February 28, 2022 28.87%
January 31, 2022 28.87%
December 31, 2021 28.87%
November 30, 2021 28.87%
October 31, 2021 28.87%
September 30, 2021 28.87%
August 31, 2021 28.87%
July 31, 2021 28.87%
June 30, 2021 28.87%
May 31, 2021 28.87%
April 30, 2021 28.87%
March 31, 2021 28.87%
February 28, 2021 28.87%
January 31, 2021 28.87%
December 31, 2020 28.87%
November 30, 2020 28.87%
October 31, 2020 28.87%
September 30, 2020 28.87%
August 31, 2020 28.87%
July 31, 2020 28.87%
June 30, 2020 28.87%
May 31, 2020 28.87%
April 30, 2020 28.87%
March 31, 2020 28.87%

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

28.87%
Minimum
May 2019
45.72%
Maximum
Mar 2024
32.80%
Average
28.87%
Median
May 2019