Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 54.79%
January 31, 2024 54.79%
December 31, 2023 54.79%
November 30, 2023 54.79%
October 31, 2023 54.79%
September 30, 2023 54.79%
August 31, 2023 54.79%
July 31, 2023 54.79%
June 30, 2023 54.79%
May 31, 2023 54.79%
April 30, 2023 54.79%
March 31, 2023 54.79%
February 28, 2023 54.79%
January 31, 2023 54.79%
December 31, 2022 54.79%
November 30, 2022 56.96%
October 31, 2022 56.96%
September 30, 2022 56.96%
August 31, 2022 56.96%
July 31, 2022 58.88%
June 30, 2022 58.88%
May 31, 2022 58.88%
April 30, 2022 58.88%
March 31, 2022 58.88%
February 28, 2022 58.88%
Date Value
January 31, 2022 58.88%
December 31, 2021 58.88%
November 30, 2021 58.88%
October 31, 2021 58.88%
September 30, 2021 58.88%
August 31, 2021 58.88%
July 31, 2021 61.59%
June 30, 2021 61.59%
May 31, 2021 61.59%
April 30, 2021 61.59%
March 31, 2021 61.59%
February 28, 2021 61.59%
January 31, 2021 61.59%
December 31, 2020 61.59%
November 30, 2020 61.59%
October 31, 2020 61.59%
September 30, 2020 61.59%
August 31, 2020 61.59%
July 31, 2020 61.59%
June 30, 2020 61.59%
May 31, 2020 61.59%
April 30, 2020 61.59%
March 31, 2020 61.59%
February 29, 2020 61.59%
January 31, 2020 61.59%

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

54.79%
Minimum
Dec 2022
61.59%
Maximum
Mar 2019
59.04%
Average
58.88%
Median
Aug 2021