Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.89%
March 31, 2024 99.89%
February 29, 2024 99.89%
January 31, 2024 99.89%
December 31, 2023 99.89%
November 30, 2023 99.81%
October 31, 2023 99.81%
September 30, 2023 99.81%
August 31, 2023 99.81%
July 31, 2023 99.81%
June 30, 2023 99.81%
May 31, 2023 99.81%
April 30, 2023 99.81%
March 31, 2023 99.81%
February 28, 2023 99.81%
January 31, 2023 99.81%
December 31, 2022 99.81%
November 30, 2022 99.52%
October 31, 2022 99.43%
September 30, 2022 99.36%
August 31, 2022 99.04%
July 31, 2022 98.97%
June 30, 2022 98.97%
May 31, 2022 98.88%
April 30, 2022 98.59%
Date Value
March 31, 2022 98.28%
February 28, 2022 98.23%
January 31, 2022 98.11%
December 31, 2021 97.32%
November 30, 2021 97.19%
October 31, 2021 94.76%
September 30, 2021 94.76%
August 31, 2021 94.76%
July 31, 2021 94.41%
June 30, 2021 94.20%
May 31, 2021 94.20%
April 30, 2021 93.30%
March 31, 2021 93.30%
February 28, 2021 93.30%
January 31, 2021 93.30%
December 31, 2020 93.30%
November 30, 2020 93.30%
October 31, 2020 93.30%
September 30, 2020 93.30%
August 31, 2020 93.30%
July 31, 2020 93.30%
June 30, 2020 93.30%
May 31, 2020 93.30%
April 30, 2020 93.30%
March 31, 2020 91.58%

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

69.15%
Minimum
May 2019
99.89%
Maximum
Dec 2023
94.10%
Average
95.97%
Median

Max Drawdown (5Y) Benchmarks