Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 96.25%
March 31, 2024 96.25%
February 29, 2024 95.89%
January 31, 2024 95.89%
December 31, 2023 95.85%
November 30, 2023 95.85%
October 31, 2023 95.85%
September 30, 2023 95.85%
August 31, 2023 95.85%
July 31, 2023 93.90%
June 30, 2023 93.81%
May 31, 2023 92.20%
April 30, 2023 92.20%
March 31, 2023 91.29%
February 28, 2023 90.24%
January 31, 2023 90.24%
December 31, 2022 90.24%
November 30, 2022 90.24%
October 31, 2022 90.24%
September 30, 2022 90.24%
August 31, 2022 90.24%
July 31, 2022 90.24%
June 30, 2022 90.24%
May 31, 2022 90.24%
April 30, 2022 90.24%
Date Value
March 31, 2022 90.24%
February 28, 2022 90.24%
January 31, 2022 90.24%
December 31, 2021 90.24%
November 30, 2021 90.24%
October 31, 2021 90.24%
September 30, 2021 90.24%
August 31, 2021 90.24%
July 31, 2021 90.24%
June 30, 2021 90.24%
May 31, 2021 90.24%
April 30, 2021 90.24%
March 31, 2021 90.24%
February 28, 2021 90.24%
January 31, 2021 90.24%
December 31, 2020 90.24%
November 30, 2020 90.24%
October 31, 2020 90.24%
September 30, 2020 90.24%
August 31, 2020 90.24%
July 31, 2020 90.24%
June 30, 2020 90.24%
May 31, 2020 90.24%
April 30, 2020 90.24%
March 31, 2020 88.76%

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

88.76%
Minimum
Mar 2020
98.17%
Maximum
May 2019
91.52%
Average
90.24%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks