Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 88.14%
March 31, 2024 88.14%
February 29, 2024 88.14%
January 31, 2024 88.14%
December 31, 2023 88.14%
November 30, 2023 88.14%
October 31, 2023 88.14%
September 30, 2023 88.14%
August 31, 2023 88.14%
July 31, 2023 88.14%
June 30, 2023 88.14%
May 31, 2023 88.14%
April 30, 2023 87.45%
March 31, 2023 86.64%
February 28, 2023 85.95%
January 31, 2023 85.95%
December 31, 2022 85.95%
November 30, 2022 84.61%
October 31, 2022 71.97%
September 30, 2022 71.32%
August 31, 2022 67.26%
July 31, 2022 63.44%
June 30, 2022 63.44%
May 31, 2022 58.33%
April 30, 2022 57.49%
Date Value
March 31, 2022 57.49%
February 28, 2022 57.49%
January 31, 2022 57.49%
December 31, 2021 57.49%
November 30, 2021 57.49%
October 31, 2021 57.49%
September 30, 2021 57.49%
August 31, 2021 57.49%
July 31, 2021 57.49%
June 30, 2021 57.49%
May 31, 2021 57.49%
April 30, 2021 57.49%
March 31, 2021 57.49%
February 28, 2021 57.49%
January 31, 2021 57.49%
December 31, 2020 57.49%
November 30, 2020 57.49%
October 31, 2020 57.49%
September 30, 2020 57.49%
August 31, 2020 57.49%
July 31, 2020 57.49%
June 30, 2020 57.49%
May 31, 2020 57.49%
April 30, 2020 57.49%
March 31, 2020 57.49%

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

12.52%
Minimum
May 2019
88.14%
Maximum
May 2023
61.95%
Average
57.49%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks