Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 65.37%
February 29, 2024 65.37%
January 31, 2024 65.37%
December 31, 2023 65.37%
November 30, 2023 65.37%
October 31, 2023 65.37%
September 30, 2023 65.37%
August 31, 2023 65.37%
July 31, 2023 65.37%
June 30, 2023 65.37%
May 31, 2023 65.37%
April 30, 2023 65.37%
March 31, 2023 65.37%
February 28, 2023 65.37%
January 31, 2023 65.37%
December 31, 2022 65.37%
November 30, 2022 65.37%
October 31, 2022 65.37%
September 30, 2022 65.37%
August 31, 2022 65.37%
July 31, 2022 65.37%
June 30, 2022 65.37%
May 31, 2022 65.37%
April 30, 2022 65.37%
March 31, 2022 65.37%
Date Value
February 28, 2022 65.37%
January 31, 2022 65.37%
December 31, 2021 65.37%
November 30, 2021 65.37%
October 31, 2021 65.37%
September 30, 2021 65.37%
August 31, 2021 65.37%
July 31, 2021 65.37%
June 30, 2021 65.37%
May 31, 2021 65.37%
April 30, 2021 65.37%
March 31, 2021 65.37%
February 28, 2021 65.37%
January 31, 2021 65.37%
December 31, 2020 65.37%
November 30, 2020 65.37%
October 31, 2020 65.37%
September 30, 2020 65.37%
August 31, 2020 65.37%
July 31, 2020 65.37%
June 30, 2020 65.37%
May 31, 2020 65.37%
April 30, 2020 65.37%
March 31, 2020 65.37%
February 29, 2020 30.81%

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

30.81%
Minimum
Apr 2019
65.37%
Maximum
Mar 2020
59.04%
Average
65.37%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks