Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 98.21%
February 29, 2024 98.21%
January 31, 2024 98.21%
December 31, 2023 98.21%
November 30, 2023 98.21%
October 31, 2023 98.21%
September 30, 2023 97.10%
August 31, 2023 96.41%
July 31, 2023 96.41%
June 30, 2023 96.41%
May 31, 2023 96.41%
April 30, 2023 96.41%
March 31, 2023 96.41%
February 28, 2023 93.54%
January 31, 2023 93.50%
December 31, 2022 93.50%
November 30, 2022 77.72%
October 31, 2022 77.72%
September 30, 2022 77.72%
August 31, 2022 77.72%
July 31, 2022 77.72%
June 30, 2022 77.72%
May 31, 2022 76.07%
April 30, 2022 74.21%
March 31, 2022 72.94%
Date Value
February 28, 2022 72.94%
January 31, 2022 72.94%
December 31, 2021 72.94%
November 30, 2021 72.94%
October 31, 2021 72.94%
September 30, 2021 72.94%
August 31, 2021 72.94%
July 31, 2021 72.94%
June 30, 2021 70.14%
May 31, 2021 70.14%
April 30, 2021 70.14%
March 31, 2021 70.14%
February 28, 2021 70.14%
January 31, 2021 70.14%
December 31, 2020 70.14%
November 30, 2020 70.14%
October 31, 2020 70.14%
September 30, 2020 70.14%
August 31, 2020 70.14%
July 31, 2020 70.14%
June 30, 2020 70.14%
May 31, 2020 70.14%
April 30, 2020 70.14%
March 31, 2020 70.14%
February 29, 2020 51.33%

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

32.75%
Minimum
Apr 2019
98.21%
Maximum
Oct 2023
72.66%
Average
72.94%
Median
Jul 2021

Max Drawdown (5Y) Benchmarks