Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 96.18%
March 31, 2024 96.18%
February 29, 2024 96.18%
January 31, 2024 96.17%
December 31, 2023 96.17%
November 30, 2023 96.17%
October 31, 2023 96.17%
September 30, 2023 96.17%
August 31, 2023 96.17%
July 31, 2023 96.17%
June 30, 2023 96.17%
May 31, 2023 96.17%
April 30, 2023 96.17%
March 31, 2023 96.17%
February 28, 2023 96.17%
January 31, 2023 96.17%
December 31, 2022 96.17%
November 30, 2022 96.17%
October 31, 2022 96.17%
September 30, 2022 98.52%
August 31, 2022 98.59%
July 31, 2022 99.23%
June 30, 2022 99.35%
May 31, 2022 99.35%
April 30, 2022 99.89%
Date Value
March 31, 2022 99.93%
February 28, 2022 99.93%
January 31, 2022 99.93%
December 31, 2021 99.93%
November 30, 2021 99.95%
October 31, 2021 99.98%
September 30, 2021 99.99%
August 31, 2021 99.99%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%
July 31, 2020 100.00%
June 30, 2020 100.00%
May 31, 2020 100.00%
April 30, 2020 100.00%
March 31, 2020 100.00%

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

96.17%
Minimum
Oct 2022
100.00%
Maximum
May 2019
98.70%
Average
99.96%
Median

Max Drawdown (5Y) Benchmarks