Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.75%
March 31, 2024 99.75%
February 29, 2024 99.75%
January 31, 2024 99.75%
December 31, 2023 99.75%
November 30, 2023 99.75%
October 31, 2023 99.75%
September 30, 2023 99.75%
August 31, 2023 99.67%
July 31, 2023 99.45%
June 30, 2023 99.45%
May 31, 2023 99.45%
April 30, 2023 99.36%
March 31, 2023 99.36%
February 28, 2023 99.06%
January 31, 2023 99.06%
December 31, 2022 99.06%
November 30, 2022 98.88%
October 31, 2022 98.00%
September 30, 2022 98.11%
August 31, 2022 98.62%
July 31, 2022 99.60%
June 30, 2022 99.90%
May 31, 2022 99.93%
April 30, 2022 99.98%
Date Value
March 31, 2022 99.98%
February 28, 2022 99.99%
January 31, 2022 99.99%
December 31, 2021 99.99%
November 30, 2021 99.99%
October 31, 2021 99.99%
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%
July 31, 2020 100.00%
June 30, 2020 100.00%
May 31, 2020 100.00%
April 30, 2020 100.00%
March 31, 2020 100.00%

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

98.00%
Minimum
Oct 2022
100.00%
Maximum
May 2019
99.75%
Average
99.99%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks