Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 91.04%
March 31, 2024 91.04%
February 29, 2024 91.04%
January 31, 2024 91.04%
December 31, 2023 91.04%
November 30, 2023 91.04%
October 31, 2023 91.04%
September 30, 2023 91.04%
August 31, 2023 91.04%
July 31, 2023 91.04%
June 30, 2023 91.04%
May 31, 2023 91.04%
April 30, 2023 91.04%
March 31, 2023 91.04%
February 28, 2023 91.04%
January 31, 2023 91.04%
December 31, 2022 91.04%
November 30, 2022 91.04%
October 31, 2022 91.04%
September 30, 2022 91.04%
August 31, 2022 91.04%
July 31, 2022 91.04%
June 30, 2022 91.04%
May 31, 2022 91.04%
April 30, 2022 91.04%
Date Value
March 31, 2022 91.04%
February 28, 2022 91.04%
January 31, 2022 91.04%
December 31, 2021 91.04%
November 30, 2021 91.04%
October 31, 2021 91.04%
September 30, 2021 91.04%
August 31, 2021 91.04%
July 31, 2021 91.04%
June 30, 2021 91.04%
May 31, 2021 91.04%
April 30, 2021 96.07%
March 31, 2021 96.22%
February 28, 2021 96.22%
January 31, 2021 96.47%
December 31, 2020 96.60%
November 30, 2020 97.58%
October 31, 2020 98.04%
September 30, 2020 98.09%
August 31, 2020 98.13%
July 31, 2020 98.13%
June 30, 2020 98.13%
May 31, 2020 98.13%
April 30, 2020 98.13%
March 31, 2020 98.18%

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

91.04%
Minimum
May 2021
98.18%
Maximum
May 2019
93.72%
Average
91.04%
Median
May 2021

Max Drawdown (5Y) Benchmarks