Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.88%
March 31, 2024 99.88%
February 29, 2024 99.88%
January 31, 2024 99.38%
December 31, 2023 97.57%
November 30, 2023 99.07%
October 31, 2023 99.36%
September 30, 2023 99.47%
August 31, 2023 99.47%
July 31, 2023 99.47%
June 30, 2023 99.47%
May 31, 2023 99.47%
April 30, 2023 99.47%
March 31, 2023 99.47%
February 28, 2023 99.47%
January 31, 2023 99.55%
December 31, 2022 99.55%
November 30, 2022 99.55%
October 31, 2022 99.55%
September 30, 2022 99.55%
August 31, 2022 99.55%
July 31, 2022 99.56%
June 30, 2022 99.57%
May 31, 2022 99.65%
April 30, 2022 99.91%
Date Value
March 31, 2022 99.91%
February 28, 2022 99.91%
January 31, 2022 99.91%
December 31, 2021 99.91%
November 30, 2021 99.91%
October 31, 2021 99.91%
September 30, 2021 99.92%
August 31, 2021 99.92%
July 31, 2021 99.92%
June 30, 2021 99.92%
May 31, 2021 99.95%
April 30, 2021 99.95%
March 31, 2021 99.95%
February 28, 2021 99.95%
January 31, 2021 99.95%
December 31, 2020 99.95%
November 30, 2020 99.95%
October 31, 2020 99.95%
September 30, 2020 99.95%
August 31, 2020 99.95%
July 31, 2020 99.95%
June 30, 2020 99.95%
May 31, 2020 99.95%
April 30, 2020 99.95%
March 31, 2020 99.95%

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

97.57%
Minimum
Dec 2023
99.95%
Maximum
May 2019
99.74%
Average
99.91%
Median
Oct 2021