Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.47%
March 31, 2024 99.47%
February 29, 2024 99.31%
January 31, 2024 99.31%
December 31, 2023 99.29%
November 30, 2023 99.13%
October 31, 2023 99.13%
September 30, 2023 99.13%
August 31, 2023 99.13%
July 31, 2023 99.13%
June 30, 2023 99.13%
May 31, 2023 99.13%
April 30, 2023 99.13%
March 31, 2023 99.13%
February 28, 2023 99.13%
January 31, 2023 99.13%
December 31, 2022 99.13%
November 30, 2022 99.13%
October 31, 2022 99.13%
September 30, 2022 99.13%
August 31, 2022 99.13%
July 31, 2022 99.13%
June 30, 2022 99.13%
May 31, 2022 99.13%
April 30, 2022 99.13%
Date Value
March 31, 2022 99.13%
February 28, 2022 99.13%
January 31, 2022 99.13%
December 31, 2021 98.97%
November 30, 2021 98.97%
October 31, 2021 98.97%
September 30, 2021 98.79%
August 31, 2021 98.72%
July 31, 2021 98.56%
June 30, 2021 98.56%
May 31, 2021 98.50%
April 30, 2021 98.25%
March 31, 2021 97.93%
February 28, 2021 97.55%
January 31, 2021 96.78%
December 31, 2020 95.36%
November 30, 2020 94.35%
October 31, 2020 88.81%
September 30, 2020 88.81%
August 31, 2020 88.81%
July 31, 2020 88.81%
June 30, 2020 88.81%
May 31, 2020 83.09%
April 30, 2020 77.61%
March 31, 2020 62.32%

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

18.86%
Minimum
May 2019
99.47%
Maximum
Mar 2024
87.03%
Average
98.97%
Median