Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.90%
March 31, 2024 99.90%
February 29, 2024 99.90%
January 31, 2024 99.90%
December 31, 2023 99.90%
November 30, 2023 99.90%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.89%
May 31, 2023 99.89%
April 30, 2023 99.89%
March 31, 2023 99.89%
February 28, 2023 99.89%
January 31, 2023 99.89%
December 31, 2022 99.89%
November 30, 2022 99.89%
October 31, 2022 99.89%
September 30, 2022 99.89%
August 31, 2022 99.89%
July 31, 2022 99.89%
June 30, 2022 99.89%
May 31, 2022 99.89%
April 30, 2022 99.89%
Date Value
March 31, 2022 99.89%
February 28, 2022 99.89%
January 31, 2022 99.89%
December 31, 2021 99.89%
November 30, 2021 99.89%
October 31, 2021 99.89%
September 30, 2021 99.89%
August 31, 2021 99.89%
July 31, 2021 99.57%
June 30, 2021 99.57%
May 31, 2021 99.57%
April 30, 2021 99.57%
March 31, 2021 99.57%
February 28, 2021 99.57%
January 31, 2021 99.57%
December 31, 2020 99.57%
November 30, 2020 99.57%
October 31, 2020 99.57%
September 30, 2020 99.57%
August 31, 2020 99.57%
July 31, 2020 99.57%
June 30, 2020 99.57%
May 31, 2020 99.57%
April 30, 2020 99.57%
March 31, 2020 99.57%

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

99.57%
Minimum
May 2019
99.90%
Maximum
Jul 2023
99.75%
Average
99.89%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks