Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 81.31%
December 31, 2023 81.31%
November 30, 2023 81.31%
October 31, 2023 81.31%
September 30, 2023 81.31%
August 31, 2023 81.31%
July 31, 2023 81.31%
June 30, 2023 81.31%
May 31, 2023 81.31%
April 30, 2023 71.84%
March 31, 2023 69.51%
February 28, 2023 69.51%
January 31, 2023 69.51%
December 31, 2022 69.51%
November 30, 2022 69.51%
October 31, 2022 69.51%
September 30, 2022 69.51%
August 31, 2022 69.51%
July 31, 2022 69.51%
June 30, 2022 69.51%
May 31, 2022 69.51%
April 30, 2022 69.51%
March 31, 2022 69.51%
February 28, 2022 69.51%
January 31, 2022 69.51%
Date Value
December 31, 2021 69.51%
November 30, 2021 69.51%
October 31, 2021 69.51%
September 30, 2021 69.51%
August 31, 2021 69.51%
July 31, 2021 69.51%
June 30, 2021 69.51%
May 31, 2021 69.51%
April 30, 2021 69.51%
March 31, 2021 69.51%
February 28, 2021 69.51%
January 31, 2021 69.51%
December 31, 2020 69.51%
November 30, 2020 69.51%
October 31, 2020 69.51%
September 30, 2020 69.51%
August 31, 2020 69.51%
July 31, 2020 69.51%
June 30, 2020 69.51%
May 31, 2020 69.51%
April 30, 2020 69.51%
March 31, 2020 69.51%
February 29, 2020 56.23%
January 31, 2020 56.23%
December 31, 2019 56.23%

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

56.23%
Minimum
Nov 2019
81.31%
Maximum
May 2023
68.59%
Average
69.51%
Median
Mar 2020