Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 95.61%
January 31, 2024 95.61%
December 31, 2023 95.61%
November 30, 2023 95.61%
October 31, 2023 95.61%
September 30, 2023 95.61%
August 31, 2023 95.61%
July 31, 2023 95.61%
June 30, 2023 95.61%
May 31, 2023 95.61%
April 30, 2023 95.61%
March 31, 2023 95.61%
February 28, 2023 95.61%
January 31, 2023 95.61%
December 31, 2022 95.61%
November 30, 2022 95.61%
October 31, 2022 95.61%
September 30, 2022 95.61%
August 31, 2022 95.61%
July 31, 2022 95.61%
June 30, 2022 95.61%
May 31, 2022 95.61%
April 30, 2022 95.61%
March 31, 2022 95.61%
February 28, 2022 93.60%
Date Value
January 31, 2022 93.60%
December 31, 2021 91.36%
November 30, 2021 91.36%
October 31, 2021 91.36%
September 30, 2021 91.36%
August 31, 2021 91.36%
July 31, 2021 90.14%
June 30, 2021 61.43%
May 31, 2021 53.91%
April 30, 2021 52.49%
March 31, 2021 52.49%
February 28, 2021 52.49%
January 31, 2021 52.49%
December 31, 2020 52.49%
November 30, 2020 52.49%
October 31, 2020 52.49%
September 30, 2020 52.49%
August 31, 2020 52.49%
July 31, 2020 52.49%
June 30, 2020 52.49%
May 31, 2020 52.49%
April 30, 2020 52.49%
March 31, 2020 52.49%
February 29, 2020 52.49%
January 31, 2020 52.49%

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

52.49%
Minimum
Mar 2019
95.61%
Maximum
Mar 2022
75.15%
Average
91.36%
Median
Aug 2021