Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 96.05%
March 31, 2024 96.02%
February 29, 2024 96.01%
January 31, 2024 96.01%
December 31, 2023 96.01%
November 30, 2023 96.01%
October 31, 2023 95.84%
September 30, 2023 95.58%
August 31, 2023 95.37%
July 31, 2023 95.37%
June 30, 2023 95.37%
May 31, 2023 94.35%
April 30, 2023 94.35%
March 31, 2023 94.35%
February 28, 2023 94.05%
January 31, 2023 94.05%
December 31, 2022 94.05%
November 30, 2022 94.05%
October 31, 2022 94.05%
September 30, 2022 94.05%
August 31, 2022 94.05%
July 31, 2022 94.05%
June 30, 2022 94.05%
May 31, 2022 94.05%
April 30, 2022 94.05%
Date Value
March 31, 2022 94.05%
February 28, 2022 94.05%
January 31, 2022 94.05%
December 31, 2021 94.05%
November 30, 2021 94.05%
October 31, 2021 94.05%
September 30, 2021 94.05%
August 31, 2021 94.05%
July 31, 2021 94.05%
June 30, 2021 94.05%
May 31, 2021 94.05%
April 30, 2021 94.05%
March 31, 2021 94.05%
February 28, 2021 94.05%
January 31, 2021 94.05%
December 31, 2020 94.05%
November 30, 2020 94.05%
October 31, 2020 94.05%
September 30, 2020 94.05%
August 31, 2020 94.05%
July 31, 2020 94.05%
June 30, 2020 94.05%
May 31, 2020 94.05%
April 30, 2020 94.05%
March 31, 2020 94.05%

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

86.37%
Minimum
May 2019
96.05%
Maximum
Apr 2024
93.55%
Average
94.05%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks