Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 56.87%
March 31, 2024 56.87%
February 29, 2024 56.87%
January 31, 2024 56.87%
December 31, 2023 56.87%
November 30, 2023 56.87%
October 31, 2023 56.87%
September 30, 2023 56.87%
August 31, 2023 56.87%
July 31, 2023 56.87%
June 30, 2023 56.87%
May 31, 2023 56.87%
April 30, 2023 56.87%
March 31, 2023 56.87%
February 28, 2023 56.87%
January 31, 2023 56.87%
December 31, 2022 56.87%
November 30, 2022 56.87%
October 31, 2022 56.87%
September 30, 2022 52.74%
August 31, 2022 51.32%
July 31, 2022 51.32%
June 30, 2022 46.86%
May 31, 2022 41.81%
April 30, 2022 37.94%
Date Value
March 31, 2022 37.94%
February 28, 2022 37.94%
January 31, 2022 37.94%
December 31, 2021 37.94%
November 30, 2021 37.94%
October 31, 2021 37.94%
September 30, 2021 37.94%
August 31, 2021 37.94%
July 31, 2021 37.94%
June 30, 2021 37.94%
May 31, 2021 37.94%
April 30, 2021 37.94%
March 31, 2021 37.94%
February 28, 2021 37.94%
January 31, 2021 37.94%
December 31, 2020 37.94%
November 30, 2020 37.94%
October 31, 2020 37.94%
September 30, 2020 37.94%
August 31, 2020 37.94%
July 31, 2020 37.94%
June 30, 2020 37.94%
May 31, 2020 37.94%
April 30, 2020 37.94%
March 31, 2020 37.94%

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

34.32%
Minimum
May 2019
56.87%
Maximum
Oct 2022
44.24%
Average
37.94%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks