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 99.93%
October 31, 2023 99.87%
September 30, 2023 99.87%
August 31, 2023 99.87%
July 31, 2023 99.87%
June 30, 2023 99.87%
May 31, 2023 99.87%
April 30, 2023 99.88%
March 31, 2023 99.88%
February 28, 2023 99.88%
January 31, 2023 99.88%
December 31, 2022 99.88%
November 30, 2022 99.88%
October 31, 2022 99.88%
September 30, 2022 99.95%
August 31, 2022 99.96%
July 31, 2022 99.96%
June 30, 2022 99.96%
May 31, 2022 99.96%
April 30, 2022 99.96%
Date Value
March 31, 2022 99.96%
February 28, 2022 99.96%
January 31, 2022 99.96%
December 31, 2021 99.96%
November 30, 2021 99.96%
October 31, 2021 99.96%
September 30, 2021 99.96%
August 31, 2021 99.96%
July 31, 2021 99.98%
June 30, 2021 99.99%
May 31, 2021 99.99%
April 30, 2021 99.99%
March 31, 2021 99.99%
February 28, 2021 99.99%
January 31, 2021 99.99%
December 31, 2020 99.99%
November 30, 2020 99.99%
October 31, 2020 99.99%
September 30, 2020 99.99%
August 31, 2020 99.99%
July 31, 2020 99.99%
June 30, 2020 99.99%
May 31, 2020 99.99%
April 30, 2020 99.99%
March 31, 2020 99.99%

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

99.87%
Minimum
May 2023
100.00%
Maximum
Dec 2023
99.96%
Average
99.99%
Median
May 2019