Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.91%
March 31, 2024 99.91%
February 29, 2024 99.91%
January 31, 2024 99.91%
December 31, 2023 99.91%
November 30, 2023 99.91%
October 31, 2023 99.91%
September 30, 2023 99.91%
August 31, 2023 99.91%
July 31, 2023 99.91%
June 30, 2023 99.91%
May 31, 2023 99.83%
April 30, 2023 99.46%
March 31, 2023 99.45%
February 28, 2023 99.43%
January 31, 2023 99.43%
December 31, 2022 99.43%
November 30, 2022 99.29%
October 31, 2022 99.10%
September 30, 2022 99.10%
August 31, 2022 98.79%
July 31, 2022 98.79%
June 30, 2022 98.66%
May 31, 2022 98.50%
April 30, 2022 98.05%
Date Value
March 31, 2022 97.35%
February 28, 2022 97.35%
January 31, 2022 97.35%
December 31, 2021 97.01%
November 30, 2021 83.66%
October 31, 2021 83.66%
September 30, 2021 83.66%
August 31, 2021 83.66%
July 31, 2021 83.66%
June 30, 2021 83.66%
May 31, 2021 83.66%
April 30, 2021 83.66%
March 31, 2021 83.66%
February 28, 2021 83.66%
January 31, 2021 83.66%
December 31, 2020 83.66%
November 30, 2020 83.66%
October 31, 2020 83.66%
September 30, 2020 83.66%
August 31, 2020 83.66%
July 31, 2020 83.66%
June 30, 2020 83.66%
May 31, 2020 83.66%
April 30, 2020 83.66%
March 31, 2020 83.66%

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

31.54%
Minimum
May 2019
99.91%
Maximum
Jun 2023
85.34%
Average
83.66%
Median
Mar 2020