Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 93.49%
December 31, 2023 93.49%
November 30, 2023 93.49%
October 31, 2023 93.49%
September 30, 2023 93.49%
August 31, 2023 93.49%
July 31, 2023 93.49%
June 30, 2023 93.49%
May 31, 2023 93.49%
April 30, 2023 93.49%
March 31, 2023 93.49%
February 28, 2023 93.49%
January 31, 2023 93.49%
December 31, 2022 93.49%
November 30, 2022 93.49%
October 31, 2022 93.49%
September 30, 2022 93.49%
August 31, 2022 93.49%
July 31, 2022 93.49%
June 30, 2022 93.49%
May 31, 2022 93.49%
April 30, 2022 93.49%
March 31, 2022 93.49%
February 28, 2022 93.49%
January 31, 2022 93.49%
Date Value
December 31, 2021 93.49%
November 30, 2021 93.49%
October 31, 2021 93.49%
September 30, 2021 93.49%
August 31, 2021 93.49%
July 31, 2021 93.49%
June 30, 2021 93.49%
May 31, 2021 93.49%
April 30, 2021 93.49%
March 31, 2021 93.49%
February 28, 2021 93.49%
January 31, 2021 93.49%
December 31, 2020 93.49%
November 30, 2020 93.49%
October 31, 2020 93.49%
September 30, 2020 93.49%
August 31, 2020 93.49%
July 31, 2020 93.49%
June 30, 2020 93.49%
May 31, 2020 93.49%
April 30, 2020 93.49%
March 31, 2020 93.49%
February 29, 2020 78.13%
January 31, 2020 71.79%
December 31, 2019 71.79%

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

71.15%
Minimum
Feb 2019
93.49%
Maximum
Mar 2020
88.83%
Average
93.49%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks