Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.94%
March 31, 2024 99.94%
February 29, 2024 99.94%
January 31, 2024 99.94%
December 31, 2023 99.94%
November 30, 2023 99.75%
October 31, 2023 99.75%
September 30, 2023 99.75%
August 31, 2023 99.75%
July 31, 2023 99.75%
June 30, 2023 99.75%
May 31, 2023 96.88%
April 30, 2023 96.88%
March 31, 2023 96.88%
February 28, 2023 96.88%
January 31, 2023 96.88%
December 31, 2022 95.50%
November 30, 2022 94.94%
October 31, 2022 94.94%
September 30, 2022 94.38%
August 31, 2022 94.38%
July 31, 2022 94.38%
June 30, 2022 94.38%
May 31, 2022 94.38%
April 30, 2022 93.62%
Date Value
March 31, 2022 92.11%
February 28, 2022 92.11%
January 31, 2022 92.11%
December 31, 2021 92.11%
November 30, 2021 92.11%
October 31, 2021 92.11%
September 30, 2021 92.11%
August 31, 2021 92.11%
July 31, 2021 92.11%
June 30, 2021 92.11%
May 31, 2021 92.11%
April 30, 2021 92.11%
March 31, 2021 92.11%
February 28, 2021 92.11%
January 31, 2021 92.11%
December 31, 2020 92.11%
November 30, 2020 92.11%
October 31, 2020 92.11%
September 30, 2020 92.11%
August 31, 2020 92.11%
July 31, 2020 92.11%
June 30, 2020 92.11%
May 31, 2020 92.11%
April 30, 2020 92.11%
March 31, 2020 92.11%

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

92.11%
Minimum
May 2019
99.94%
Maximum
Dec 2023
94.29%
Average
92.11%
Median
May 2019

Max Drawdown (5Y) Benchmarks