Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 89.32%
March 31, 2024 91.20%
February 29, 2024 94.52%
January 31, 2024 98.36%
December 31, 2023 98.36%
November 30, 2023 99.01%
October 31, 2023 99.61%
September 30, 2023 99.61%
August 31, 2023 99.61%
July 31, 2023 99.61%
June 30, 2023 99.61%
May 31, 2023 99.61%
April 30, 2023 99.61%
March 31, 2023 99.61%
February 28, 2023 99.61%
January 31, 2023 99.61%
December 31, 2022 99.61%
November 30, 2022 99.61%
October 31, 2022 99.61%
September 30, 2022 99.61%
August 31, 2022 99.61%
July 31, 2022 99.61%
June 30, 2022 99.61%
May 31, 2022 99.61%
April 30, 2022 99.61%
Date Value
March 31, 2022 99.61%
February 28, 2022 99.61%
January 31, 2022 99.61%
December 31, 2021 99.61%
November 30, 2021 99.61%
October 31, 2021 99.61%
September 30, 2021 99.61%
August 31, 2021 99.61%
July 31, 2021 99.61%
June 30, 2021 99.61%
May 31, 2021 99.61%
April 30, 2021 99.61%
March 31, 2021 99.61%
February 28, 2021 99.61%
January 31, 2021 99.61%
December 31, 2020 99.61%
November 30, 2020 99.61%
October 31, 2020 99.61%
September 30, 2020 99.61%
August 31, 2020 99.61%
July 31, 2020 99.61%
June 30, 2020 99.61%
May 31, 2020 99.61%
April 30, 2020 99.61%
March 31, 2020 99.61%

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

89.32%
Minimum
Apr 2024
99.61%
Maximum
May 2019
99.16%
Average
99.61%
Median
May 2019

Max Drawdown (5Y) Benchmarks