Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 90.32%
March 31, 2024 90.32%
February 29, 2024 90.32%
January 31, 2024 89.56%
December 31, 2023 89.56%
November 30, 2023 86.84%
October 31, 2023 85.84%
September 30, 2023 85.84%
August 31, 2023 85.84%
July 31, 2023 85.84%
June 30, 2023 85.84%
May 31, 2023 85.84%
April 30, 2023 85.84%
March 31, 2023 85.84%
February 28, 2023 85.84%
January 31, 2023 85.84%
December 31, 2022 85.84%
November 30, 2022 85.69%
October 31, 2022 85.69%
September 30, 2022 84.90%
August 31, 2022 84.76%
July 31, 2022 84.26%
June 30, 2022 84.26%
May 31, 2022 84.26%
April 30, 2022 84.26%
Date Value
March 31, 2022 84.26%
February 28, 2022 84.11%
January 31, 2022 84.11%
December 31, 2021 81.24%
November 30, 2021 79.15%
October 31, 2021 79.15%
September 30, 2021 79.15%
August 31, 2021 79.15%
July 31, 2021 79.15%
June 30, 2021 79.15%
May 31, 2021 79.15%
April 30, 2021 79.15%
March 31, 2021 79.15%
February 28, 2021 79.15%
January 31, 2021 79.15%
December 31, 2020 79.15%
November 30, 2020 79.15%
October 31, 2020 79.15%
September 30, 2020 79.15%
August 31, 2020 79.15%
July 31, 2020 79.15%
June 30, 2020 79.15%
May 31, 2020 79.15%
April 30, 2020 79.15%
March 31, 2020 79.15%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

52.82%
Minimum
Nov 2019
90.32%
Maximum
Feb 2024
79.95%
Average
79.15%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks