Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 93.39%
February 29, 2024 93.39%
January 31, 2024 93.99%
December 31, 2023 93.99%
November 30, 2023 93.99%
October 31, 2023 95.11%
September 30, 2023 96.64%
August 31, 2023 96.64%
July 31, 2023 96.64%
June 30, 2023 96.64%
May 31, 2023 96.64%
April 30, 2023 96.64%
March 31, 2023 96.64%
February 28, 2023 96.64%
January 31, 2023 96.64%
December 31, 2022 96.64%
November 30, 2022 96.64%
October 31, 2022 96.64%
September 30, 2022 96.64%
August 31, 2022 96.64%
July 31, 2022 96.64%
June 30, 2022 96.64%
May 31, 2022 96.64%
April 30, 2022 96.64%
March 31, 2022 96.64%
Date Value
February 28, 2022 96.64%
January 31, 2022 96.64%
December 31, 2021 96.64%
November 30, 2021 96.64%
October 31, 2021 96.64%
September 30, 2021 96.64%
August 31, 2021 96.64%
July 31, 2021 96.64%
June 30, 2021 96.64%
May 31, 2021 96.64%
April 30, 2021 96.64%
March 31, 2021 96.64%
February 28, 2021 96.64%
January 31, 2021 96.64%
December 31, 2020 96.64%
November 30, 2020 96.64%
October 31, 2020 96.64%
September 30, 2020 96.64%
August 31, 2020 96.64%
July 31, 2020 96.64%
June 30, 2020 96.64%
May 31, 2020 96.64%
April 30, 2020 96.64%
March 31, 2020 96.64%
February 29, 2020 96.64%

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

93.39%
Minimum
Feb 2024
96.64%
Maximum
Apr 2019
96.37%
Average
96.64%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks