Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.48%
July 31, 2023 99.48%
June 30, 2023 99.48%
May 31, 2023 99.48%
April 30, 2023 99.48%
March 31, 2023 99.48%
February 28, 2023 97.59%
January 31, 2023 97.59%
December 31, 2022 97.59%
November 30, 2022 97.59%
October 31, 2022 97.59%
September 30, 2022 97.59%
August 31, 2022 97.59%
July 31, 2022 97.59%
June 30, 2022 97.59%
May 31, 2022 95.45%
Date Value
April 30, 2022 95.45%
March 31, 2022 95.45%
February 28, 2022 95.34%
January 31, 2022 94.83%
December 31, 2021 94.83%
November 30, 2021 94.48%
October 31, 2021 94.13%
September 30, 2021 94.13%
August 31, 2021 94.13%
July 31, 2021 94.13%
June 30, 2021 89.66%
May 31, 2021 82.12%
April 30, 2021 82.12%
March 31, 2021 82.12%
February 28, 2021 83.33%
January 31, 2021 83.33%
December 31, 2020 83.33%
November 30, 2020 83.33%
October 31, 2020 88.89%
September 30, 2020 91.11%
August 31, 2020 94.00%
July 31, 2020 94.00%
June 30, 2020 94.00%
May 31, 2020 94.00%
April 30, 2020 94.00%

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

82.12%
Minimum
Mar 2021
99.99%
Maximum
Sep 2023
94.92%
Average
95.83%
Median
Nov 2019