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 99.94%
October 31, 2023 99.94%
September 30, 2023 99.94%
August 31, 2023 99.94%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.90%
March 31, 2023 99.90%
February 28, 2023 99.90%
January 31, 2023 99.90%
December 31, 2022 99.90%
November 30, 2022 99.90%
October 31, 2022 99.25%
September 30, 2022 99.25%
August 31, 2022 96.49%
July 31, 2022 96.49%
June 30, 2022 96.49%
May 31, 2022 96.49%
April 30, 2022 96.49%
Date Value
March 31, 2022 96.49%
February 28, 2022 96.49%
January 31, 2022 96.49%
December 31, 2021 96.49%
November 30, 2021 96.49%
October 31, 2021 96.49%
September 30, 2021 96.49%
August 31, 2021 96.49%
July 31, 2021 96.49%
June 30, 2021 96.49%
May 31, 2021 96.49%
April 30, 2021 96.49%
March 31, 2021 96.49%
February 28, 2021 96.49%
January 31, 2021 96.49%
December 31, 2020 97.22%
November 30, 2020 97.22%
October 31, 2020 97.22%
September 30, 2020 97.22%
August 31, 2020 97.22%
July 31, 2020 97.22%
June 30, 2020 97.22%
May 31, 2020 97.22%
April 30, 2020 97.22%
March 31, 2020 97.22%

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

96.49%
Minimum
Jan 2021
100.00%
Maximum
Dec 2023
97.86%
Average
97.22%
Median
May 2019