Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 52.78%
March 31, 2024 52.78%
February 29, 2024 52.78%
January 31, 2024 52.78%
December 31, 2023 52.78%
November 30, 2023 52.78%
October 31, 2023 52.78%
September 30, 2023 47.55%
August 31, 2023 47.55%
July 31, 2023 47.55%
June 30, 2023 47.55%
May 31, 2023 47.55%
April 30, 2023 47.55%
March 31, 2023 47.55%
February 28, 2023 47.55%
January 31, 2023 47.55%
December 31, 2022 47.55%
November 30, 2022 47.55%
October 31, 2022 45.77%
September 30, 2022 36.97%
August 31, 2022 36.15%
July 31, 2022 36.15%
June 30, 2022 36.15%
May 31, 2022 36.15%
April 30, 2022 36.15%
Date Value
March 31, 2022 36.15%
February 28, 2022 36.15%
January 31, 2022 36.15%
December 31, 2021 36.15%
November 30, 2021 36.15%
October 31, 2021 36.15%
September 30, 2021 36.15%
August 31, 2021 36.15%
July 31, 2021 36.15%
June 30, 2021 36.15%
May 31, 2021 36.15%
April 30, 2021 36.15%
March 31, 2021 36.15%
February 28, 2021 36.15%
January 31, 2021 36.15%
December 31, 2020 36.15%
November 30, 2020 36.15%
October 31, 2020 36.15%
September 30, 2020 36.15%
August 31, 2020 36.15%
July 31, 2020 36.15%
June 30, 2020 36.15%
May 31, 2020 36.15%
April 30, 2020 36.15%
March 31, 2020 36.15%

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

32.87%
Minimum
May 2019
52.78%
Maximum
Oct 2023
39.81%
Average
36.15%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks