Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.67%
March 31, 2024 99.67%
February 29, 2024 99.67%
January 31, 2024 99.67%
December 31, 2023 99.67%
November 30, 2023 99.33%
October 31, 2023 99.37%
September 30, 2023 99.37%
August 31, 2023 99.37%
July 31, 2023 99.37%
June 30, 2023 99.37%
May 31, 2023 99.37%
April 30, 2023 99.37%
March 31, 2023 99.37%
February 28, 2023 99.38%
January 31, 2023 99.38%
December 31, 2022 99.40%
November 30, 2022 99.43%
October 31, 2022 99.43%
September 30, 2022 99.43%
August 31, 2022 99.43%
July 31, 2022 99.43%
June 30, 2022 99.44%
May 31, 2022 99.54%
April 30, 2022 99.54%
Date Value
March 31, 2022 99.54%
February 28, 2022 99.54%
January 31, 2022 99.54%
December 31, 2021 99.54%
November 30, 2021 99.54%
October 31, 2021 99.54%
September 30, 2021 99.54%
August 31, 2021 99.54%
July 31, 2021 99.54%
June 30, 2021 99.54%
May 31, 2021 99.54%
April 30, 2021 99.54%
March 31, 2021 99.54%
February 28, 2021 99.54%
January 31, 2021 99.54%
December 31, 2020 99.54%
November 30, 2020 99.54%
October 31, 2020 99.54%
September 30, 2020 99.54%
August 31, 2020 99.54%
July 31, 2020 99.54%
June 30, 2020 99.54%
May 31, 2020 99.54%
April 30, 2020 99.54%
March 31, 2020 99.54%

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

99.33%
Minimum
Nov 2023
99.67%
Maximum
Dec 2023
99.51%
Average
99.54%
Median
May 2019

Max Drawdown (5Y) Benchmarks