Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 93.90%
March 31, 2024 93.90%
February 29, 2024 93.90%
January 31, 2024 93.90%
December 31, 2023 93.90%
November 30, 2023 90.24%
October 31, 2023 90.24%
September 30, 2023 89.02%
August 31, 2023 89.02%
July 31, 2023 89.02%
June 30, 2023 89.02%
May 31, 2023 89.02%
April 30, 2023 85.37%
March 31, 2023 85.37%
February 28, 2023 85.37%
January 31, 2023 85.37%
December 31, 2022 84.15%
November 30, 2022 84.15%
October 31, 2022 81.71%
September 30, 2022 81.71%
August 31, 2022 81.71%
July 31, 2022 81.71%
June 30, 2022 79.27%
May 31, 2022 78.05%
April 30, 2022 76.83%
Date Value
March 31, 2022 74.39%
February 28, 2022 73.17%
January 31, 2022 71.95%
December 31, 2021 71.95%
November 30, 2021 71.95%
October 31, 2021 71.95%
September 30, 2021 69.51%
August 31, 2021 63.41%
July 31, 2021 62.20%
June 30, 2021 58.62%
May 31, 2021 58.62%
April 30, 2021 58.62%
March 31, 2021 58.62%
February 28, 2021 58.62%
January 31, 2021 58.62%
December 31, 2020 58.62%
November 30, 2020 58.62%
October 31, 2020 58.62%
September 30, 2020 58.62%
August 31, 2020 58.62%
July 31, 2020 58.62%
June 30, 2020 58.62%
May 31, 2020 58.62%
April 30, 2020 58.62%
March 31, 2020 48.28%

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

33.33%
Minimum
May 2019
93.90%
Maximum
Dec 2023
69.14%
Average
71.95%
Median
Oct 2021