Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.81%
April 30, 2024 99.81%
March 31, 2024 99.81%
February 29, 2024 99.81%
January 31, 2024 99.81%
December 31, 2023 99.81%
November 30, 2023 99.81%
October 31, 2023 99.81%
September 30, 2023 99.81%
August 31, 2023 99.81%
July 31, 2023 99.81%
June 30, 2023 99.81%
May 31, 2023 99.81%
April 30, 2023 99.70%
March 31, 2023 99.69%
February 28, 2023 99.69%
January 31, 2023 99.69%
December 31, 2022 99.66%
November 30, 2022 99.53%
October 31, 2022 99.50%
September 30, 2022 99.50%
August 31, 2022 99.31%
July 31, 2022 99.31%
June 30, 2022 99.25%
May 31, 2022 99.22%
Date Value
April 30, 2022 99.06%
March 31, 2022 99.06%
February 28, 2022 98.28%
January 31, 2022 98.28%
December 31, 2021 97.97%
November 30, 2021 97.81%
October 31, 2021 97.81%
September 30, 2021 97.81%
August 31, 2021 97.81%
July 31, 2021 96.88%
June 30, 2021 96.88%
May 31, 2021 96.64%
April 30, 2021 96.64%
March 31, 2021 96.64%
February 28, 2021 96.09%
January 31, 2021 96.09%
December 31, 2020 96.09%
November 30, 2020 96.09%
October 31, 2020 96.09%
September 30, 2020 96.09%
August 31, 2020 96.09%
July 31, 2020 96.09%
June 30, 2020 96.09%
May 31, 2020 95.31%
April 30, 2020 95.31%

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

89.38%
Minimum
Jun 2019
99.81%
Maximum
May 2023
97.14%
Average
97.89%
Median

Max Drawdown (5Y) Benchmarks