Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 79.00%
December 31, 2023 81.30%
November 30, 2023 85.29%
October 31, 2023 85.29%
September 30, 2023 86.03%
August 31, 2023 86.03%
July 31, 2023 86.03%
June 30, 2023 86.03%
May 31, 2023 86.03%
April 30, 2023 86.03%
March 31, 2023 86.03%
February 28, 2023 86.03%
January 31, 2023 86.03%
December 31, 2022 86.03%
November 30, 2022 86.03%
October 31, 2022 86.03%
September 30, 2022 86.03%
August 31, 2022 86.03%
July 31, 2022 87.09%
June 30, 2022 87.09%
May 31, 2022 87.09%
April 30, 2022 87.09%
March 31, 2022 87.09%
February 28, 2022 87.09%
January 31, 2022 87.09%
Date Value
December 31, 2021 87.09%
November 30, 2021 87.09%
October 31, 2021 87.09%
September 30, 2021 87.72%
August 31, 2021 88.73%
July 31, 2021 90.63%
June 30, 2021 90.63%
May 31, 2021 90.63%
April 30, 2021 93.16%
March 31, 2021 94.33%
February 28, 2021 94.98%
January 31, 2021 95.33%
December 31, 2020 95.33%
November 30, 2020 96.08%
October 31, 2020 97.19%
September 30, 2020 97.19%
August 31, 2020 97.19%
July 31, 2020 97.19%
June 30, 2020 97.19%
May 31, 2020 97.32%
April 30, 2020 97.32%
March 31, 2020 97.32%
February 29, 2020 97.32%
January 31, 2020 97.32%
December 31, 2019 97.32%

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

79.00%
Minimum
Jan 2024
97.32%
Maximum
Feb 2019
91.11%
Average
89.68%
Median

Max Drawdown (5Y) Benchmarks