Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 99.77%
August 31, 2022 99.77%
July 31, 2022 98.46%
June 30, 2022 98.46%
May 31, 2022 98.46%
April 30, 2022 98.46%
Date Value
March 31, 2022 98.46%
February 28, 2022 98.46%
January 31, 2022 98.46%
December 31, 2021 98.46%
November 30, 2021 98.46%
October 31, 2021 98.46%
September 30, 2021 98.46%
August 31, 2021 92.31%
July 31, 2021 92.31%
June 30, 2021 92.31%
May 31, 2021 92.31%
April 30, 2021 92.31%
March 31, 2021 92.31%
February 28, 2021 92.31%
January 31, 2021 92.31%
December 31, 2020 93.74%
November 30, 2020 93.74%
October 31, 2020 94.78%
September 30, 2020 95.65%
August 31, 2020 98.48%
July 31, 2020 98.48%
June 30, 2020 98.48%
May 31, 2020 98.48%
April 30, 2020 98.48%
March 31, 2020 98.48%

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

92.31%
Minimum
Jan 2021
100.00%
Maximum
Oct 2022
97.91%
Average
98.48%
Median
May 2019