Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.99%
April 30, 2024 97.65%
March 31, 2024 97.65%
February 29, 2024 97.65%
January 31, 2024 97.65%
December 31, 2023 97.65%
November 30, 2023 92.31%
October 31, 2023 92.31%
September 30, 2023 92.31%
August 31, 2023 92.31%
July 31, 2023 92.31%
June 30, 2023 92.31%
May 31, 2023 92.31%
April 30, 2023 92.31%
March 31, 2023 92.31%
February 28, 2023 85.00%
January 31, 2023 85.00%
December 31, 2022 85.00%
November 30, 2022 88.67%
October 31, 2022 88.67%
September 30, 2022 88.67%
August 31, 2022 88.67%
July 31, 2022 88.89%
June 30, 2022 88.89%
May 31, 2022 92.22%
Date Value
April 30, 2022 92.22%
March 31, 2022 97.53%
February 28, 2022 97.53%
January 31, 2022 97.53%
December 31, 2021 97.53%
November 30, 2021 97.53%
October 31, 2021 97.53%
September 30, 2021 97.53%
August 31, 2021 97.56%
July 31, 2021 97.56%
June 30, 2021 97.56%
May 31, 2021 97.56%
April 30, 2021 97.56%
March 31, 2021 97.56%
February 28, 2021 97.56%
January 31, 2021 97.56%
December 31, 2020 97.56%
November 30, 2020 97.56%
October 31, 2020 98.42%
September 30, 2020 98.42%
August 31, 2020 98.42%
July 31, 2020 98.42%
June 30, 2020 98.42%
May 31, 2020 98.42%
April 30, 2020 98.42%

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

85.00%
Minimum
Dec 2022
99.99%
Maximum
May 2024
95.37%
Average
97.56%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks