Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 58.88%
March 31, 2024 58.88%
February 29, 2024 58.88%
January 31, 2024 58.88%
December 31, 2023 58.88%
November 30, 2023 58.88%
October 31, 2023 58.88%
September 30, 2023 58.88%
August 31, 2023 58.88%
July 31, 2023 58.88%
June 30, 2023 58.88%
May 31, 2023 58.88%
April 30, 2023 58.88%
March 31, 2023 58.88%
February 28, 2023 58.88%
January 31, 2023 58.88%
December 31, 2022 58.88%
November 30, 2022 58.88%
October 31, 2022 58.88%
September 30, 2022 58.88%
August 31, 2022 58.88%
July 31, 2022 58.88%
June 30, 2022 58.88%
May 31, 2022 58.88%
April 30, 2022 58.88%
Date Value
March 31, 2022 58.88%
February 28, 2022 61.71%
January 31, 2022 61.71%
December 31, 2021 61.71%
November 30, 2021 61.71%
October 31, 2021 61.71%
September 30, 2021 61.71%
August 31, 2021 61.71%
July 31, 2021 61.71%
June 30, 2021 61.71%
May 31, 2021 65.03%
April 30, 2021 67.88%
March 31, 2021 71.99%
February 28, 2021 71.99%
January 31, 2021 71.99%
December 31, 2020 73.84%
November 30, 2020 75.76%
October 31, 2020 75.76%
September 30, 2020 75.76%
August 31, 2020 75.76%
July 31, 2020 75.76%
June 30, 2020 75.76%
May 31, 2020 75.76%
April 30, 2020 75.76%
March 31, 2020 75.76%

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

58.88%
Minimum
Mar 2022
76.55%
Maximum
May 2019
65.88%
Average
61.71%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks