Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 64.44%
March 31, 2024 64.44%
February 29, 2024 64.44%
January 31, 2024 64.44%
December 31, 2023 64.44%
November 30, 2023 64.44%
October 31, 2023 64.44%
September 30, 2023 64.44%
August 31, 2023 64.44%
July 31, 2023 64.44%
June 30, 2023 64.44%
May 31, 2023 64.44%
April 30, 2023 64.44%
March 31, 2023 64.44%
February 28, 2023 64.44%
January 31, 2023 64.44%
December 31, 2022 64.44%
November 30, 2022 64.44%
October 31, 2022 64.44%
September 30, 2022 64.44%
August 31, 2022 59.59%
July 31, 2022 57.70%
June 30, 2022 55.88%
May 31, 2022 55.88%
April 30, 2022 54.48%
Date Value
March 31, 2022 54.48%
February 28, 2022 53.46%
January 31, 2022 53.46%
December 31, 2021 53.46%
November 30, 2021 53.46%
October 31, 2021 53.46%
September 30, 2021 53.46%
August 31, 2021 53.46%
July 31, 2021 53.46%
June 30, 2021 53.46%
May 31, 2021 53.46%
April 30, 2021 53.46%
March 31, 2021 53.46%
February 28, 2021 53.46%
January 31, 2021 53.46%
December 31, 2020 53.46%
November 30, 2020 53.46%
October 31, 2020 53.46%
September 30, 2020 53.46%
August 31, 2020 53.46%
July 31, 2020 53.46%
June 30, 2020 53.46%
May 31, 2020 53.46%
April 30, 2020 53.46%
March 31, 2020 53.46%

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

33.88%
Minimum
May 2019
64.44%
Maximum
Sep 2022
56.08%
Average
53.46%
Median
Oct 2019

Max Drawdown (5Y) Benchmarks