Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 58.15%
February 29, 2024 58.15%
January 31, 2024 56.03%
December 31, 2023 53.89%
November 30, 2023 53.89%
October 31, 2023 53.89%
September 30, 2023 53.89%
August 31, 2023 53.89%
July 31, 2023 53.89%
June 30, 2023 53.89%
May 31, 2023 53.89%
April 30, 2023 53.89%
March 31, 2023 53.89%
February 28, 2023 53.89%
January 31, 2023 53.89%
December 31, 2022 53.89%
November 30, 2022 53.89%
October 31, 2022 53.89%
September 30, 2022 53.89%
August 31, 2022 53.89%
July 31, 2022 53.89%
June 30, 2022 53.89%
May 31, 2022 53.89%
April 30, 2022 53.89%
March 31, 2022 53.89%
Date Value
February 28, 2022 53.89%
January 31, 2022 53.89%
December 31, 2021 53.89%
November 30, 2021 53.89%
October 31, 2021 53.89%
September 30, 2021 53.89%
August 31, 2021 53.89%
July 31, 2021 53.89%
June 30, 2021 53.89%
May 31, 2021 53.89%
April 30, 2021 53.89%
March 31, 2021 53.89%
February 28, 2021 53.89%
January 31, 2021 53.89%
December 31, 2020 53.89%
November 30, 2020 59.88%
October 31, 2020 59.88%
September 30, 2020 59.88%
August 31, 2020 59.88%
July 31, 2020 59.88%
June 30, 2020 60.70%
May 31, 2020 61.27%
April 30, 2020 61.27%
March 31, 2020 61.27%
February 29, 2020 61.27%

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

53.89%
Minimum
Dec 2020
61.27%
Maximum
Apr 2019
56.40%
Average
53.89%
Median
Dec 2020