Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.71%
March 31, 2024 99.71%
February 29, 2024 99.71%
January 31, 2024 99.71%
December 31, 2023 99.41%
November 30, 2023 98.82%
October 31, 2023 98.53%
September 30, 2023 97.65%
August 31, 2023 97.65%
July 31, 2023 97.65%
June 30, 2023 97.35%
May 31, 2023 97.45%
April 30, 2023 98.51%
March 31, 2023 98.72%
February 28, 2023 98.87%
January 31, 2023 98.87%
December 31, 2022 98.87%
November 30, 2022 98.87%
October 31, 2022 98.87%
September 30, 2022 99.04%
August 31, 2022 99.04%
July 31, 2022 99.04%
June 30, 2022 99.89%
May 31, 2022 99.89%
April 30, 2022 99.89%
Date Value
March 31, 2022 99.89%
February 28, 2022 99.89%
January 31, 2022 99.89%
December 31, 2021 99.89%
November 30, 2021 99.89%
October 31, 2021 99.89%
September 30, 2021 99.89%
August 31, 2021 99.89%
July 31, 2021 99.89%
June 30, 2021 99.89%
May 31, 2021 99.89%
April 30, 2021 99.89%
March 31, 2021 99.89%
February 28, 2021 99.89%
January 31, 2021 99.89%
December 31, 2020 99.89%
November 30, 2020 99.89%
October 31, 2020 99.90%
September 30, 2020 99.91%
August 31, 2020 99.91%
July 31, 2020 99.91%
June 30, 2020 99.92%
May 31, 2020 99.92%
April 30, 2020 99.95%
March 31, 2020 99.97%

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

97.35%
Minimum
Jun 2023
99.99%
Maximum
May 2019
99.48%
Average
99.89%
Median
Dec 2020