Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.89%
April 30, 2024 0.00%
March 31, 2024 0.00%
February 29, 2024 0.00%
January 31, 2024 0.00%
December 31, 2023 0.00%
November 30, 2023 0.00%
October 31, 2023 0.00%
September 30, 2023 0.00%
August 31, 2023 0.00%
July 31, 2023 0.00%
June 30, 2023 0.00%
May 31, 2023 0.00%
April 30, 2023 0.00%
March 31, 2023 0.00%
February 28, 2023 0.00%
January 31, 2023 0.00%
December 31, 2022
November 30, 2022
October 31, 2022
September 30, 2022
August 31, 2022
July 31, 2022
June 30, 2022
May 31, 2022
Date Value
April 30, 2022
March 31, 2022 18.18%
February 28, 2022 18.18%
January 31, 2022 18.18%
December 31, 2021 18.18%
November 30, 2021 18.18%
October 31, 2021 18.18%
September 30, 2021 18.18%
August 31, 2021 18.18%
July 31, 2021 18.18%
June 30, 2021 18.18%
May 31, 2021 18.18%
April 30, 2021 18.18%
March 31, 2021 18.18%
February 28, 2021 18.18%
January 31, 2021 18.18%
December 31, 2020 99.90%
November 30, 2020 99.90%
October 31, 2020 99.90%
September 30, 2020 99.90%
August 31, 2020 99.99%
July 31, 2020 99.99%
June 30, 2020 99.99%
May 31, 2020 99.99%
April 30, 2020 99.99%

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

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Minimum
Jan 2023
99.99%
Maximum
Jun 2019
44.55%
Average
18.18%
Median
Jan 2021

Max Drawdown (5Y) Benchmarks