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 98.01%
September 30, 2023 98.01%
August 31, 2023 98.01%
July 31, 2023 98.01%
June 30, 2023 98.01%
May 31, 2023 97.51%
April 30, 2023 96.52%
March 31, 2023 95.72%
February 28, 2023 95.49%
January 31, 2023 95.49%
December 31, 2022 95.49%
November 30, 2022 95.49%
October 31, 2022 95.49%
September 30, 2022 95.49%
August 31, 2022 95.49%
July 31, 2022 95.49%
June 30, 2022 95.49%
May 31, 2022 95.49%
April 30, 2022 95.49%
Date Value
March 31, 2022 95.49%
February 28, 2022 95.49%
January 31, 2022 95.49%
December 31, 2021 95.49%
November 30, 2021 95.49%
October 31, 2021 95.49%
September 30, 2021 95.49%
August 31, 2021 95.49%
July 31, 2021 95.49%
June 30, 2021 95.49%
May 31, 2021 95.49%
April 30, 2021 95.49%
March 31, 2021 95.49%
February 28, 2021 95.49%
January 31, 2021 95.49%
December 31, 2020 95.49%
November 30, 2020 95.49%
October 31, 2020 95.49%
September 30, 2020 95.49%
August 31, 2020 95.49%
July 31, 2020 95.49%
June 30, 2020 95.49%
May 31, 2020 95.49%
April 30, 2020 95.49%
March 31, 2020 95.49%

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

92.31%
Minimum
May 2019
100.00%
Maximum
Nov 2023
96.15%
Average
95.49%
Median
Jun 2019

Max Drawdown (5Y) Benchmarks