Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 96.77%
April 30, 2024 96.77%
March 31, 2024 96.77%
February 29, 2024 96.77%
January 31, 2024 96.77%
December 31, 2023 96.77%
November 30, 2023 96.77%
October 31, 2023 95.98%
September 30, 2023 95.98%
August 31, 2023 95.98%
July 31, 2023 95.98%
June 30, 2023 95.60%
May 31, 2023 95.60%
April 30, 2023 95.59%
March 31, 2023 95.59%
February 28, 2023 95.59%
January 31, 2023 95.59%
December 31, 2022 95.59%
November 30, 2022 95.59%
October 31, 2022 95.59%
September 30, 2022 95.59%
August 31, 2022 95.59%
July 31, 2022 95.59%
June 30, 2022 95.59%
May 31, 2022 95.59%
Date Value
April 30, 2022 95.59%
March 31, 2022 95.59%
February 28, 2022 95.59%
January 31, 2022 95.59%
December 31, 2021 95.59%
November 30, 2021 95.38%
October 31, 2021 95.07%
September 30, 2021 94.97%
August 31, 2021 93.12%
July 31, 2021 93.02%
June 30, 2021 92.20%
May 31, 2021 92.20%
April 30, 2021 92.20%
March 31, 2021 92.20%
February 28, 2021 92.20%
January 31, 2021 92.20%
December 31, 2020 92.20%
November 30, 2020 92.20%
October 31, 2020 92.20%
September 30, 2020 92.20%
August 31, 2020 92.20%
July 31, 2020 92.20%
June 30, 2020 92.20%
May 31, 2020 92.20%
April 30, 2020 92.20%

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

91.51%
Minimum
Jun 2019
96.77%
Maximum
Nov 2023
94.13%
Average
95.48%
Median

Max Drawdown (5Y) Benchmarks