Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 49.68%
February 29, 2024 49.68%
January 31, 2024 49.68%
December 31, 2023 49.68%
November 30, 2023 49.68%
October 31, 2023 49.68%
September 30, 2023 49.68%
August 31, 2023 49.68%
July 31, 2023 49.68%
June 30, 2023 49.68%
May 31, 2023 49.68%
April 30, 2023 49.68%
March 31, 2023 49.68%
February 28, 2023 49.68%
January 31, 2023 49.68%
December 31, 2022 49.68%
November 30, 2022 49.68%
October 31, 2022 49.68%
September 30, 2022 49.68%
August 31, 2022 49.68%
July 31, 2022 49.68%
June 30, 2022 49.68%
May 31, 2022 49.68%
April 30, 2022 49.68%
March 31, 2022 49.68%
Date Value
February 28, 2022 49.68%
January 31, 2022 49.68%
December 31, 2021 49.68%
November 30, 2021 49.68%
October 31, 2021 49.68%
September 30, 2021 49.68%
August 31, 2021 49.68%
July 31, 2021 49.68%
June 30, 2021 49.68%
May 31, 2021 49.68%
April 30, 2021 49.68%
March 31, 2021 49.68%
February 28, 2021 49.68%
January 31, 2021 49.68%
December 31, 2020 49.68%
November 30, 2020 49.68%
October 31, 2020 49.68%
September 30, 2020 49.68%
August 31, 2020 49.68%
July 31, 2020 49.68%
June 30, 2020 49.68%
May 31, 2020 49.68%
April 30, 2020 49.68%
March 31, 2020 48.86%
February 29, 2020 37.84%

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

37.09%
Minimum
Apr 2019
49.68%
Maximum
Apr 2020
47.45%
Average
49.68%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks