Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 95.28%
March 31, 2024 95.28%
February 29, 2024 95.28%
January 31, 2024 95.28%
December 31, 2023 95.28%
November 30, 2023 95.28%
October 31, 2023 95.28%
September 30, 2023 95.28%
August 31, 2023 95.28%
July 31, 2023 95.28%
June 30, 2023 95.28%
May 31, 2023 95.28%
April 30, 2023 95.28%
March 31, 2023 95.28%
February 28, 2023 94.95%
January 31, 2023 94.95%
December 31, 2022 94.95%
November 30, 2022 94.95%
October 31, 2022 94.95%
September 30, 2022 94.95%
August 31, 2022 94.95%
July 31, 2022 94.95%
June 30, 2022 94.95%
May 31, 2022 94.39%
April 30, 2022 92.40%
Date Value
March 31, 2022 92.20%
February 28, 2022 92.20%
January 31, 2022 92.20%
December 31, 2021 91.86%
November 30, 2021 91.86%
October 31, 2021 91.86%
September 30, 2021 91.86%
August 31, 2021 91.86%
July 31, 2021 91.86%
June 30, 2021 91.86%
May 31, 2021 91.86%
April 30, 2021 91.86%
March 31, 2021 91.86%
February 28, 2021 91.86%
January 31, 2021 91.86%
December 31, 2020 91.86%
November 30, 2020 91.86%
October 31, 2020 91.86%
September 30, 2020 91.86%
August 31, 2020 91.86%
July 31, 2020 91.86%
June 30, 2020 91.86%
May 31, 2020 91.86%
April 30, 2020 91.86%
March 31, 2020 91.86%

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

84.60%
Minimum
May 2019
95.28%
Maximum
Mar 2023
92.29%
Average
91.86%
Median
Mar 2020