Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.93%
March 31, 2024 99.93%
February 29, 2024 99.93%
January 31, 2024 99.93%
December 31, 2023 99.93%
November 30, 2023 99.93%
October 31, 2023 99.93%
September 30, 2023 99.93%
August 31, 2023 99.81%
July 31, 2023 99.81%
June 30, 2023 99.81%
May 31, 2023 99.81%
April 30, 2023 99.81%
March 31, 2023 99.26%
February 28, 2023 99.26%
January 31, 2023 99.26%
December 31, 2022 99.26%
November 30, 2022 99.26%
October 31, 2022 99.26%
September 30, 2022 99.26%
August 31, 2022 99.15%
July 31, 2022 98.89%
June 30, 2022 98.43%
May 31, 2022 98.43%
April 30, 2022 98.43%
Date Value
March 31, 2022 98.43%
February 28, 2022 98.43%
January 31, 2022 98.43%
December 31, 2021 98.43%
November 30, 2021 98.43%
October 31, 2021 98.43%
September 30, 2021 98.43%
August 31, 2021 98.43%
July 31, 2021 98.43%
June 30, 2021 98.43%
May 31, 2021 98.43%
April 30, 2021 98.43%
March 31, 2021 98.43%
February 28, 2021 98.43%
January 31, 2021 98.43%
December 31, 2020 98.43%
November 30, 2020 98.43%
October 31, 2020 98.43%
September 30, 2020 98.43%
August 31, 2020 98.43%
July 31, 2020 98.43%
June 30, 2020 98.43%
May 31, 2020 98.43%
April 30, 2020 98.43%
March 31, 2020 98.43%

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

98.43%
Minimum
May 2019
99.93%
Maximum
Sep 2023
98.86%
Average
98.43%
Median
May 2019

Max Drawdown (5Y) Benchmarks