Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 91.25%
July 31, 2022 91.25%
June 30, 2022 91.25%
May 31, 2022 91.25%
April 30, 2022 91.25%
Date Value
March 31, 2022 91.25%
February 28, 2022 94.88%
January 31, 2022 94.88%
December 31, 2021 94.88%
November 30, 2021 94.88%
October 31, 2021 95.36%
September 30, 2021 95.54%
August 31, 2021 95.54%
July 31, 2021 95.54%
June 30, 2021 95.54%
May 31, 2021 95.54%
April 30, 2021 95.54%
March 31, 2021 96.43%
February 28, 2021 96.43%
January 31, 2021 96.43%
December 31, 2020 96.43%
November 30, 2020 96.43%
October 31, 2020 96.58%
September 30, 2020 96.58%
August 31, 2020 96.58%
July 31, 2020 96.58%
June 30, 2020 96.58%
May 31, 2020 96.58%
April 30, 2020 96.58%
March 31, 2020 96.58%

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

91.25%
Minimum
Mar 2022
100.00%
Maximum
Sep 2022
96.93%
Average
96.58%
Median
May 2019