Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 99.59%
October 31, 2021 99.59%
September 30, 2021 99.59%
August 31, 2021 98.35%
July 31, 2021 98.35%
June 30, 2021 98.35%
May 31, 2021 98.35%
April 30, 2021 98.35%
March 31, 2021 98.35%
February 28, 2021 98.35%
January 31, 2021 98.35%
December 31, 2020 98.35%
November 30, 2020 97.53%
October 31, 2020 96.50%
September 30, 2020 95.84%
August 31, 2020 93.83%
July 31, 2020 93.83%
June 30, 2020 93.83%
May 31, 2020 93.83%
April 30, 2020 93.83%
March 31, 2020 93.83%

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

77.37%
Minimum
May 2019
100.00%
Maximum
Dec 2021
96.67%
Average
99.59%
Median
Sep 2021