Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 63.90%
January 31, 2024 63.90%
December 31, 2023 63.90%
November 30, 2023 63.90%
October 31, 2023 63.90%
September 30, 2023 63.90%
August 31, 2023 63.90%
July 31, 2023 63.90%
June 30, 2023 63.90%
May 31, 2023 63.90%
April 30, 2023 63.90%
March 31, 2023 63.90%
February 28, 2023 63.90%
January 31, 2023 63.90%
December 31, 2022 63.90%
November 30, 2022 63.90%
October 31, 2022 63.90%
September 30, 2022 63.90%
August 31, 2022 63.90%
July 31, 2022 63.90%
June 30, 2022 63.90%
May 31, 2022 63.90%
April 30, 2022 63.90%
March 31, 2022 63.90%
February 28, 2022 63.90%
Date Value
January 31, 2022 63.90%
December 31, 2021 63.90%
November 30, 2021 63.90%
October 31, 2021 63.90%
September 30, 2021 63.90%
August 31, 2021 63.90%
July 31, 2021 63.90%
June 30, 2021 63.90%
May 31, 2021 63.90%
April 30, 2021 63.90%
March 31, 2021 63.90%
February 28, 2021 63.90%
January 31, 2021 63.90%
December 31, 2020 63.90%
November 30, 2020 63.90%
October 31, 2020 63.90%
September 30, 2020 62.47%
August 31, 2020 62.47%
July 31, 2020 62.47%
June 30, 2020 62.47%
May 31, 2020 62.47%
April 30, 2020 62.47%
March 31, 2020 62.47%
February 29, 2020 42.24%
January 31, 2020 42.24%

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

42.24%
Minimum
Mar 2019
63.90%
Maximum
Oct 2020
59.40%
Average
63.90%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks