Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 99.94%
October 31, 2021 99.94%
September 30, 2021 99.94%
August 31, 2021 99.11%
July 31, 2021 98.84%
June 30, 2021 98.84%
May 31, 2021 98.84%
April 30, 2021 98.84%
March 31, 2021 98.84%
February 28, 2021 98.84%
January 31, 2021 98.84%
December 31, 2020 98.68%
November 30, 2020 98.37%
October 31, 2020 98.37%
September 30, 2020 98.37%
August 31, 2020 98.37%
July 31, 2020 98.37%
June 30, 2020 97.37%
May 31, 2020 96.84%
April 30, 2020 96.84%
March 31, 2020 96.99%

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

96.84%
Minimum
Apr 2020
100.00%
Maximum
Dec 2021
99.26%
Average
99.95%
Median