Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.96%
April 30, 2024 99.96%
March 31, 2024 99.96%
February 29, 2024 99.96%
January 31, 2024 99.96%
December 31, 2023 99.96%
November 30, 2023 99.96%
October 31, 2023 99.96%
September 30, 2023 99.96%
August 31, 2023 99.96%
July 31, 2023 99.96%
June 30, 2023 99.96%
May 31, 2023 99.96%
April 30, 2023 99.96%
March 31, 2023 99.96%
February 28, 2023 99.96%
January 31, 2023 99.96%
December 31, 2022 99.96%
November 30, 2022 99.96%
October 31, 2022 99.96%
September 30, 2022 99.96%
August 31, 2022 99.96%
July 31, 2022 99.96%
June 30, 2022 99.96%
May 31, 2022 99.96%
Date Value
April 30, 2022 99.96%
March 31, 2022 99.96%
February 28, 2022 99.96%
January 31, 2022 99.96%
December 31, 2021 99.96%
November 30, 2021 99.58%
October 31, 2021 99.58%
September 30, 2021 99.58%
August 31, 2021 99.46%
July 31, 2021 99.46%
June 30, 2021 99.46%
May 31, 2021 99.46%
April 30, 2021 99.46%
March 31, 2021 99.46%
February 28, 2021 99.46%
January 31, 2021 99.46%
December 31, 2020 99.46%
November 30, 2020 99.46%
October 31, 2020 99.46%
September 30, 2020 99.46%
August 31, 2020 99.46%
July 31, 2020 99.46%
June 30, 2020 99.46%
May 31, 2020 99.46%
April 30, 2020 99.46%

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.

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Max Drawdown (5Y) Range, Past 5 Years

95.00%
Minimum
Jun 2019
99.96%
Maximum
Dec 2021
99.34%
Average
99.77%
Median

Max Drawdown (5Y) Benchmarks