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 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 99.20%
November 30, 2021 99.20%
October 31, 2021 99.20%
September 30, 2021 99.20%
August 31, 2021 99.20%
July 31, 2021 98.90%
June 30, 2021 98.25%
May 31, 2021 98.25%
April 30, 2021 98.25%
March 31, 2021 98.25%
February 28, 2021 98.25%
January 31, 2021 98.25%
December 31, 2020 98.25%
November 30, 2020 98.25%
October 31, 2020 98.25%
September 30, 2020 98.25%
August 31, 2020 98.25%
July 31, 2020 98.25%
June 30, 2020 98.25%
May 31, 2020 98.25%
April 30, 2020 98.25%
March 31, 2020 98.25%

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

98.25%
Minimum
May 2019
100.00%
Maximum
Jan 2022
99.16%
Average
99.20%
Median
Aug 2021

Max Drawdown (5Y) Related Metrics