Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.98%
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.54%
October 31, 2023 99.54%
September 30, 2023 99.54%
August 31, 2023 99.54%
July 31, 2023 99.54%
June 30, 2023 99.54%
May 31, 2023 99.54%
April 30, 2023 99.54%
March 31, 2023 99.44%
February 28, 2023 99.43%
January 31, 2023 99.36%
December 31, 2022 99.36%
November 30, 2022 99.24%
October 31, 2022 99.24%
September 30, 2022 98.81%
August 31, 2022 98.81%
July 31, 2022 98.81%
June 30, 2022 98.81%
May 31, 2022 97.66%
Date Value
April 30, 2022 97.65%
March 31, 2022 93.31%
February 28, 2022 91.97%
January 31, 2022 91.87%
December 31, 2021 91.87%
November 30, 2021 91.87%
October 31, 2021 89.27%
September 30, 2021 89.27%
August 31, 2021 89.27%
July 31, 2021 89.27%
June 30, 2021 89.27%
May 31, 2021 89.27%
April 30, 2021 89.27%
March 31, 2021 89.27%
February 28, 2021 89.27%
January 31, 2021 89.27%
December 31, 2020 89.27%
November 30, 2020 89.27%
October 31, 2020 89.27%
September 30, 2020 89.27%
August 31, 2020 89.27%
July 31, 2020 89.27%
June 30, 2020 89.27%
May 31, 2020 89.27%
April 30, 2020 89.27%

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

48.28%
Minimum
Jun 2019
99.98%
Maximum
Dec 2023
90.26%
Average
91.87%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks