Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.09%
March 31, 2024 99.09%
February 29, 2024 99.09%
January 31, 2024 99.09%
December 31, 2023 99.09%
November 30, 2023 99.09%
October 31, 2023 99.04%
September 30, 2023 99.01%
August 31, 2023 99.01%
July 31, 2023 99.01%
June 30, 2023 99.01%
May 31, 2023 98.72%
April 30, 2023 98.24%
March 31, 2023 98.24%
February 28, 2023 98.24%
January 31, 2023 98.24%
December 31, 2022 98.24%
November 30, 2022 98.24%
October 31, 2022 98.24%
September 30, 2022 98.24%
August 31, 2022 98.24%
July 31, 2022 98.09%
June 30, 2022 98.08%
May 31, 2022 97.35%
April 30, 2022 97.35%
Date Value
March 31, 2022 97.35%
February 28, 2022 97.35%
January 31, 2022 97.35%
December 31, 2021 97.35%
November 30, 2021 97.35%
October 31, 2021 97.35%
September 30, 2021 97.35%
August 31, 2021 97.35%
July 31, 2021 97.35%
June 30, 2021 97.35%
May 31, 2021 97.35%
April 30, 2021 96.43%
March 31, 2021 96.43%
February 28, 2021 96.43%
January 31, 2021 96.43%
December 31, 2020 96.43%
November 30, 2020 96.43%
October 31, 2020 96.39%
September 30, 2020 96.39%
August 31, 2020 93.82%
July 31, 2020 93.56%
June 30, 2020 93.56%
May 31, 2020 93.23%
April 30, 2020 93.23%
March 31, 2020 91.71%

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

56.77%
Minimum
May 2019
99.09%
Maximum
Nov 2023
94.54%
Average
97.35%
Median
May 2021