Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.89%
March 31, 2024 99.89%
February 29, 2024 99.89%
January 31, 2024 99.89%
December 31, 2023 99.86%
November 30, 2023 99.84%
October 31, 2023 99.84%
September 30, 2023 99.84%
August 31, 2023 99.84%
July 31, 2023 99.73%
June 30, 2023 99.67%
May 31, 2023 99.67%
April 30, 2023 99.67%
March 31, 2023 99.67%
February 28, 2023 99.67%
January 31, 2023 99.67%
December 31, 2022 99.61%
November 30, 2022 99.41%
October 31, 2022 99.33%
September 30, 2022 98.97%
August 31, 2022 98.74%
July 31, 2022 98.74%
June 30, 2022 98.74%
May 31, 2022 98.74%
April 30, 2022 98.74%
Date Value
March 31, 2022 98.63%
February 28, 2022 98.31%
January 31, 2022 98.31%
December 31, 2021 98.31%
November 30, 2021 98.31%
October 31, 2021 98.31%
September 30, 2021 98.31%
August 31, 2021 98.31%
July 31, 2021 98.31%
June 30, 2021 98.31%
May 31, 2021 98.31%
April 30, 2021 98.31%
March 31, 2021 98.31%
February 28, 2021 98.31%
January 31, 2021 98.39%
December 31, 2020 98.39%
November 30, 2020 98.39%
October 31, 2020 98.39%
September 30, 2020 98.39%
August 31, 2020 98.39%
July 31, 2020 98.39%
June 30, 2020 98.39%
May 31, 2020 98.39%
April 30, 2020 98.39%
March 31, 2020 98.39%

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

98.31%
Minimum
Feb 2021
99.89%
Maximum
Jan 2024
98.84%
Average
98.39%
Median
May 2019

Max Drawdown (5Y) Benchmarks