Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 97.26%
January 31, 2024 97.26%
December 31, 2023 97.26%
November 30, 2023 97.26%
October 31, 2023 97.16%
September 30, 2023 96.50%
August 31, 2023 95.81%
July 31, 2023 95.56%
June 30, 2023 95.56%
May 31, 2023 95.56%
April 30, 2023 95.56%
March 31, 2023 95.56%
February 28, 2023 95.56%
January 31, 2023 95.56%
December 31, 2022 95.56%
November 30, 2022 95.56%
October 31, 2022 95.56%
September 30, 2022 95.48%
August 31, 2022 95.32%
July 31, 2022 95.32%
June 30, 2022 95.32%
May 31, 2022 95.32%
April 30, 2022 88.85%
March 31, 2022 88.18%
February 28, 2022 87.60%
Date Value
January 31, 2022 87.60%
December 31, 2021 86.57%
November 30, 2021 85.24%
October 31, 2021 84.91%
September 30, 2021 84.91%
August 31, 2021 84.91%
July 31, 2021 84.91%
June 30, 2021 84.91%
May 31, 2021 84.91%
April 30, 2021 86.16%
March 31, 2021 87.26%
February 28, 2021 90.17%
January 31, 2021 90.37%
December 31, 2020 92.87%
November 30, 2020 93.49%
October 31, 2020 93.49%
September 30, 2020 93.49%
August 31, 2020 93.49%
July 31, 2020 93.49%
June 30, 2020 93.49%
May 31, 2020 93.49%
April 30, 2020 93.49%
March 31, 2020 93.49%
February 29, 2020 93.49%
January 31, 2020 93.49%

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

84.91%
Minimum
May 2021
97.26%
Maximum
Nov 2023
92.87%
Average
94.82%
Median

Max Drawdown (5Y) Benchmarks