Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 77.13%
December 31, 2023 77.13%
November 30, 2023 77.13%
October 31, 2023 77.13%
September 30, 2023 77.13%
August 31, 2023 77.13%
July 31, 2023 77.13%
June 30, 2023 77.13%
May 31, 2023 77.13%
April 30, 2023 77.13%
March 31, 2023 77.13%
February 28, 2023 77.13%
January 31, 2023 77.13%
December 31, 2022 77.13%
November 30, 2022 77.13%
October 31, 2022 77.13%
September 30, 2022 77.13%
August 31, 2022 77.13%
July 31, 2022 77.13%
June 30, 2022 77.13%
May 31, 2022 77.13%
April 30, 2022 77.13%
March 31, 2022 77.13%
February 28, 2022 77.13%
January 31, 2022 77.13%
Date Value
December 31, 2021 77.13%
November 30, 2021 77.13%
October 31, 2021 77.13%
September 30, 2021 77.13%
August 31, 2021 77.13%
July 31, 2021 77.13%
June 30, 2021 77.13%
May 31, 2021 77.13%
April 30, 2021 77.13%
March 31, 2021 77.13%
February 28, 2021 77.13%
January 31, 2021 77.13%
December 31, 2020 77.13%
November 30, 2020 77.13%
October 31, 2020 77.13%
September 30, 2020 77.13%
August 31, 2020 77.13%
July 31, 2020 77.13%
June 30, 2020 77.13%
May 31, 2020 77.13%
April 30, 2020 77.13%
March 31, 2020 77.13%
February 29, 2020 53.89%
January 31, 2020 50.64%
December 31, 2019 50.64%

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

48.26%
Minimum
Feb 2019
77.13%
Maximum
Mar 2020
71.13%
Average
77.13%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks