Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.98%
April 30, 2023 99.98%
March 31, 2023 99.98%
February 28, 2023 99.98%
January 31, 2023 99.98%
December 31, 2022 99.98%
November 30, 2022 99.98%
October 31, 2022 99.98%
September 30, 2022 99.98%
August 31, 2022 99.98%
July 31, 2022 99.98%
June 30, 2022 99.98%
May 31, 2022 99.98%
April 30, 2022 99.98%
Date Value
March 31, 2022 99.98%
February 28, 2022 99.98%
January 31, 2022 99.98%
December 31, 2021 99.98%
November 30, 2021 99.83%
October 31, 2021 99.83%
September 30, 2021 96.67%
August 31, 2021 95.00%
July 31, 2021 95.00%
June 30, 2021 95.00%
May 31, 2021 95.00%
April 30, 2021 95.00%
March 31, 2021 95.00%
February 28, 2021 95.00%
January 31, 2021 95.00%
December 31, 2020 95.00%
November 30, 2020 95.00%
October 31, 2020 95.00%
September 30, 2020 95.00%
August 31, 2020 95.00%
July 31, 2020 95.00%
June 30, 2020 95.00%
May 31, 2020 95.00%
April 30, 2020 95.00%
March 31, 2020 95.22%

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

95.00%
Minimum
Apr 2020
99.98%
Maximum
Dec 2021
98.04%
Average
99.83%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks