Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 39.33%
February 29, 2024 39.33%
January 31, 2024 39.33%
December 31, 2023 39.33%
November 30, 2023 39.33%
October 31, 2023 39.33%
September 30, 2023 39.33%
August 31, 2023 39.33%
July 31, 2023 39.33%
June 30, 2023 39.33%
May 31, 2023 39.33%
April 30, 2023 39.33%
March 31, 2023 39.33%
February 28, 2023 39.33%
January 31, 2023 39.33%
December 31, 2022 39.33%
November 30, 2022 39.33%
October 31, 2022 39.33%
September 30, 2022 39.33%
August 31, 2022 39.33%
July 31, 2022 39.33%
June 30, 2022 39.33%
May 31, 2022 39.33%
April 30, 2022 39.33%
March 31, 2022 39.33%
Date Value
February 28, 2022 39.33%
January 31, 2022 39.33%
December 31, 2021 39.33%
November 30, 2021 39.33%
October 31, 2021 39.33%
September 30, 2021 39.33%
August 31, 2021 39.33%
July 31, 2021 39.33%
June 30, 2021 39.33%
May 31, 2021 39.33%
April 30, 2021 39.33%
March 31, 2021 39.33%
February 28, 2021 39.33%
January 31, 2021 39.33%
December 31, 2020 39.33%
November 30, 2020 47.52%
October 31, 2020 47.52%
September 30, 2020 47.52%
August 31, 2020 47.52%
July 31, 2020 47.52%
June 30, 2020 47.52%
May 31, 2020 47.52%
April 30, 2020 47.52%
March 31, 2020 47.52%
February 29, 2020 47.52%

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

39.33%
Minimum
Dec 2020
47.52%
Maximum
Apr 2019
42.06%
Average
39.33%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks