Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.92%
February 29, 2024 99.92%
January 31, 2024 99.92%
December 31, 2023 99.92%
November 30, 2023 99.92%
October 31, 2023 99.90%
September 30, 2023 99.89%
August 31, 2023 99.89%
July 31, 2023 99.89%
June 30, 2023 99.89%
May 31, 2023 99.89%
April 30, 2023 99.89%
March 31, 2023 99.89%
February 28, 2023 99.89%
January 31, 2023 99.89%
December 31, 2022 99.89%
November 30, 2022 99.82%
October 31, 2022 99.80%
September 30, 2022 99.67%
August 31, 2022 99.62%
July 31, 2022 99.42%
June 30, 2022 99.25%
May 31, 2022 98.88%
April 30, 2022 98.88%
March 31, 2022 98.88%
Date Value
February 28, 2022 98.49%
January 31, 2022 98.32%
December 31, 2021 97.90%
November 30, 2021 97.85%
October 31, 2021 97.76%
September 30, 2021 97.19%
August 31, 2021 96.73%
July 31, 2021 96.07%
June 30, 2021 95.72%
May 31, 2021 95.72%
April 30, 2021 95.61%
March 31, 2021 95.23%
February 28, 2021 95.23%
January 31, 2021 95.23%
December 31, 2020 95.23%
November 30, 2020 95.01%
October 31, 2020 94.79%
September 30, 2020 94.59%
August 31, 2020 93.84%
July 31, 2020 93.84%
June 30, 2020 93.56%
May 31, 2020 93.56%
April 30, 2020 93.56%
March 31, 2020 93.56%
February 29, 2020 92.16%

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

92.16%
Minimum
Apr 2019
99.92%
Maximum
Nov 2023
96.68%
Average
97.47%
Median