Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.83%
March 31, 2024 99.83%
February 29, 2024 99.48%
January 31, 2024 98.97%
December 31, 2023 98.97%
November 30, 2023 98.97%
October 31, 2023 98.97%
September 30, 2023 98.97%
August 31, 2023 98.97%
July 31, 2023 98.97%
June 30, 2023 98.97%
May 31, 2023 98.97%
April 30, 2023 95.69%
March 31, 2023 95.69%
February 28, 2023 95.69%
January 31, 2023 95.69%
December 31, 2022 95.69%
November 30, 2022 95.69%
October 31, 2022 95.69%
September 30, 2022 95.69%
August 31, 2022 95.69%
July 31, 2022 95.69%
June 30, 2022 95.69%
May 31, 2022 95.69%
April 30, 2022 95.20%
Date Value
March 31, 2022 95.20%
February 28, 2022 95.20%
January 31, 2022 95.20%
December 31, 2021 95.23%
November 30, 2021 97.14%
October 31, 2021 97.14%
September 30, 2021 97.64%
August 31, 2021 97.67%
July 31, 2021 97.67%
June 30, 2021 97.67%
May 31, 2021 98.44%
April 30, 2021 98.44%
March 31, 2021 98.44%
February 28, 2021 98.50%
January 31, 2021 98.50%
December 31, 2020 98.50%
November 30, 2020 98.50%
October 31, 2020 98.50%
September 30, 2020 98.50%
August 31, 2020 98.50%
July 31, 2020 98.50%
June 30, 2020 98.50%
May 31, 2020 98.50%
April 30, 2020 98.50%
March 31, 2020 98.50%

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

95.20%
Minimum
Jan 2022
99.83%
Maximum
Mar 2024
97.82%
Average
98.50%
Median
Feb 2020