Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.97%
October 31, 2023 99.97%
September 30, 2023 99.97%
August 31, 2023 99.97%
July 31, 2023 99.97%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
September 30, 2022 99.97%
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.97%
April 30, 2022 99.97%
March 31, 2022 99.97%
Date Value
February 28, 2022 99.97%
January 31, 2022 99.97%
December 31, 2021 99.97%
November 30, 2021 99.97%
October 31, 2021 99.97%
September 30, 2021 99.97%
August 31, 2021 96.97%
July 31, 2021 96.97%
June 30, 2021 96.97%
May 31, 2021 95.74%
April 30, 2021 95.74%
March 31, 2021 95.74%
February 28, 2021 95.74%
January 31, 2021 95.74%
December 31, 2020 95.74%
November 30, 2020 95.74%
October 31, 2020 95.74%
September 30, 2020 95.74%
August 31, 2020 95.83%
July 31, 2020 96.25%
June 30, 2020 97.69%
May 31, 2020 97.69%
April 30, 2020 97.69%
March 31, 2020 97.69%
February 29, 2020 97.69%

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

95.74%
Minimum
Sep 2020
99.97%
Maximum
Sep 2021
98.70%
Average
99.97%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks