Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 97.84%
March 31, 2024 97.84%
February 29, 2024 97.84%
January 31, 2024 97.84%
December 31, 2023 97.84%
November 30, 2023 97.84%
October 31, 2023 97.80%
September 30, 2023 97.02%
August 31, 2023 96.64%
July 31, 2023 96.38%
June 30, 2023 96.38%
May 31, 2023 96.38%
April 30, 2023 96.38%
March 31, 2023 96.31%
February 28, 2023 96.26%
January 31, 2023 96.26%
December 31, 2022 96.26%
November 30, 2022 94.87%
October 31, 2022 94.11%
September 30, 2022 93.54%
August 31, 2022 93.54%
July 31, 2022 93.54%
June 30, 2022 93.54%
May 31, 2022 93.54%
April 30, 2022 93.54%
Date Value
March 31, 2022 93.54%
February 28, 2022 93.54%
January 31, 2022 93.13%
December 31, 2021 88.06%
November 30, 2021 83.50%
October 31, 2021 75.81%
September 30, 2021 69.81%
August 31, 2021 67.15%
July 31, 2021 61.92%
June 30, 2021 58.30%
May 31, 2021 58.30%
April 30, 2021 58.30%
March 31, 2021 58.30%
February 28, 2021 58.30%
January 31, 2021 58.30%
December 31, 2020 58.30%
November 30, 2020 58.30%
October 31, 2020 58.30%
September 30, 2020 58.30%
August 31, 2020 58.30%
July 31, 2020 58.30%
June 30, 2020 58.30%
May 31, 2020 58.30%
April 30, 2020 58.30%
March 31, 2020 58.30%

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

41.34%
Minimum
May 2019
97.84%
Maximum
Nov 2023
76.80%
Average
79.65%
Median

Max Drawdown (5Y) Benchmarks