Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 78.93%
March 31, 2024 78.93%
February 29, 2024 80.90%
January 31, 2024 84.27%
December 31, 2023 85.67%
November 30, 2023 86.24%
October 31, 2023 86.24%
September 30, 2023 89.04%
August 31, 2023 89.33%
July 31, 2023 89.33%
June 30, 2023 89.33%
May 31, 2023 89.33%
April 30, 2023 89.33%
March 31, 2023 89.33%
February 28, 2023 89.33%
January 31, 2023 89.33%
December 31, 2022 89.33%
November 30, 2022 89.33%
October 31, 2022 89.33%
September 30, 2022 89.33%
August 31, 2022 89.33%
July 31, 2022 89.33%
June 30, 2022 89.33%
May 31, 2022 89.33%
April 30, 2022 89.33%
Date Value
March 31, 2022 89.33%
February 28, 2022 89.33%
January 31, 2022 89.33%
December 31, 2021 89.33%
November 30, 2021 89.33%
October 31, 2021 89.33%
September 30, 2021 89.33%
August 31, 2021 89.33%
July 31, 2021 89.33%
June 30, 2021 89.33%
May 31, 2021 89.33%
April 30, 2021 89.33%
March 31, 2021 89.33%
February 28, 2021 89.33%
January 31, 2021 89.33%
December 31, 2020 89.33%
November 30, 2020 89.33%
October 31, 2020 89.33%
September 30, 2020 89.33%
August 31, 2020 89.33%
July 31, 2020 89.33%
June 30, 2020 89.33%
May 31, 2020 89.33%
April 30, 2020 89.33%
March 31, 2020 89.33%

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

78.93%
Minimum
Mar 2024
89.33%
Maximum
May 2019
88.59%
Average
89.33%
Median
May 2019

Max Drawdown (5Y) Benchmarks