Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 56.97%
January 31, 2024 56.97%
December 31, 2023 56.97%
November 30, 2023 56.97%
October 31, 2023 56.97%
September 30, 2023 56.97%
August 31, 2023 56.97%
July 31, 2023 56.97%
June 30, 2023 56.97%
May 31, 2023 56.97%
April 30, 2023 56.97%
March 31, 2023 56.97%
February 28, 2023 56.97%
January 31, 2023 56.97%
December 31, 2022 56.97%
November 30, 2022 56.52%
October 31, 2022 50.79%
September 30, 2022 50.79%
August 31, 2022 50.79%
July 31, 2022 50.79%
June 30, 2022 50.79%
May 31, 2022 46.18%
April 30, 2022 46.11%
March 31, 2022 46.11%
February 28, 2022 46.11%
Date Value
January 31, 2022 46.11%
December 31, 2021 46.11%
November 30, 2021 45.57%
October 31, 2021 44.25%
September 30, 2021 44.25%
August 31, 2021 44.25%
July 31, 2021 44.25%
June 30, 2021 44.25%
May 31, 2021 44.25%
April 30, 2021 44.25%
March 31, 2021 44.25%
February 28, 2021 44.25%
January 31, 2021 44.25%
December 31, 2020 44.25%
November 30, 2020 44.25%
October 31, 2020 44.25%
September 30, 2020 44.25%
August 31, 2020 44.25%
July 31, 2020 44.25%
June 30, 2020 44.25%
May 31, 2020 44.25%
April 30, 2020 44.25%
March 31, 2020 44.25%
February 29, 2020 27.79%
January 31, 2020 27.79%

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

27.79%
Minimum
Mar 2019
56.97%
Maximum
Dec 2022
45.10%
Average
44.25%
Median
Mar 2020