Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.50%
February 29, 2024 99.50%
January 31, 2024 99.50%
December 31, 2023 99.50%
November 30, 2023 99.50%
October 31, 2023 99.50%
September 30, 2023 99.50%
August 31, 2023 99.50%
July 31, 2023 99.50%
June 30, 2023 99.50%
May 31, 2023 99.50%
April 30, 2023 99.50%
March 31, 2023 99.50%
February 28, 2023 99.50%
January 31, 2023 99.50%
December 31, 2022 99.50%
November 30, 2022 99.50%
October 31, 2022 99.50%
September 30, 2022 99.50%
August 31, 2022 99.50%
July 31, 2022 99.50%
June 30, 2022 99.50%
May 31, 2022 99.50%
April 30, 2022 99.50%
March 31, 2022 99.75%
Date Value
February 28, 2022 99.75%
January 31, 2022 99.75%
December 31, 2021 99.75%
November 30, 2021 99.75%
October 31, 2021 99.75%
September 30, 2021 99.75%
August 31, 2021 99.75%
July 31, 2021 99.75%
June 30, 2021 99.75%
May 31, 2021 99.75%
April 30, 2021 99.75%
March 31, 2021 99.75%
February 28, 2021 99.75%
January 31, 2021 99.75%
December 31, 2020 99.75%
November 30, 2020 99.75%
October 31, 2020 99.75%
September 30, 2020 99.95%
August 31, 2020 100.00%
July 31, 2020 100.00%
June 30, 2020 100.00%
May 31, 2020 100.00%
April 30, 2020 100.00%
March 31, 2020 100.00%
February 29, 2020 100.0%

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

99.50%
Minimum
Apr 2022
100.0%
Maximum
Apr 2019
99.72%
Average
99.75%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks