Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 98.52%
March 31, 2024 98.52%
February 29, 2024 97.44%
January 31, 2024 97.44%
December 31, 2023 97.44%
November 30, 2023 97.44%
October 31, 2023 97.44%
September 30, 2023 97.44%
August 31, 2023 97.44%
July 31, 2023 97.44%
June 30, 2023 97.34%
May 31, 2023 97.34%
April 30, 2023 93.74%
March 31, 2023 93.74%
February 28, 2023 96.34%
January 31, 2023 96.34%
December 31, 2022 97.35%
November 30, 2022 99.87%
October 31, 2022 99.90%
September 30, 2022 99.90%
August 31, 2022 99.90%
July 31, 2022 99.91%
June 30, 2022 99.91%
May 31, 2022 99.91%
April 30, 2022 99.91%
Date Value
March 31, 2022 99.91%
February 28, 2022 99.91%
January 31, 2022 99.91%
December 31, 2021 99.91%
November 30, 2021 99.91%
October 31, 2021 99.91%
September 30, 2021 99.91%
August 31, 2021 99.91%
July 31, 2021 99.91%
June 30, 2021 99.91%
May 31, 2021 99.91%
April 30, 2021 99.91%
March 31, 2021 99.91%
February 28, 2021 99.91%
January 31, 2021 99.91%
December 31, 2020 99.91%
November 30, 2020 99.91%
October 31, 2020 99.91%
September 30, 2020 99.93%
August 31, 2020 99.93%
July 31, 2020 99.93%
June 30, 2020 99.93%
May 31, 2020 99.93%
April 30, 2020 99.93%
March 31, 2020 99.93%

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

93.74%
Minimum
Mar 2023
99.93%
Maximum
May 2019
99.09%
Average
99.91%
Median
Oct 2020