Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 55.00%
February 29, 2024 55.00%
January 31, 2024 55.00%
December 31, 2023 55.00%
November 30, 2023 55.00%
October 31, 2023 55.00%
September 30, 2023 55.00%
August 31, 2023 55.00%
July 31, 2023 55.00%
June 30, 2023 55.00%
May 31, 2023 55.00%
April 30, 2023 55.00%
March 31, 2023 55.00%
February 28, 2023 55.00%
January 31, 2023 55.00%
December 31, 2022 55.00%
November 30, 2022 55.00%
October 31, 2022 55.00%
September 30, 2022 55.00%
August 31, 2022 55.00%
July 31, 2022 55.00%
June 30, 2022 55.00%
May 31, 2022 55.00%
April 30, 2022 55.00%
March 31, 2022 55.00%
Date Value
February 28, 2022 55.00%
January 31, 2022 55.00%
December 31, 2021 55.00%
November 30, 2021 55.00%
October 31, 2021 55.00%
September 30, 2021 55.00%
August 31, 2021 55.00%
July 31, 2021 55.00%
June 30, 2021 55.00%
May 31, 2021 55.00%
April 30, 2021 55.00%
March 31, 2021 55.00%
February 28, 2021 55.00%
January 31, 2021 55.00%
December 31, 2020 55.00%
November 30, 2020 55.00%
October 31, 2020 55.00%
September 30, 2020 55.00%
August 31, 2020 55.00%
July 31, 2020 55.00%
June 30, 2020 55.00%
May 31, 2020 55.00%
April 30, 2020 55.00%
March 31, 2020 53.88%
February 29, 2020 31.73%

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

31.73%
Minimum
Apr 2019
55.00%
Maximum
Apr 2020
50.71%
Average
55.00%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks