Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 78.52%
April 30, 2024 78.52%
March 31, 2024 78.52%
February 29, 2024 76.36%
January 31, 2024 75.23%
December 31, 2023 75.23%
November 30, 2023 75.23%
October 31, 2023 75.23%
September 30, 2023 75.23%
August 31, 2023 75.23%
July 31, 2023 75.23%
June 30, 2023 75.23%
May 31, 2023 75.23%
April 30, 2023 75.23%
March 31, 2023 75.23%
February 28, 2023 75.23%
January 31, 2023 75.23%
December 31, 2022 75.23%
November 30, 2022 75.23%
October 31, 2022 75.23%
September 30, 2022 75.23%
August 31, 2022 75.23%
July 31, 2022 75.23%
June 30, 2022 75.23%
May 31, 2022 75.23%
Date Value
April 30, 2022 75.23%
March 31, 2022 75.23%
February 28, 2022 75.23%
January 31, 2022 75.23%
December 31, 2021 75.23%
November 30, 2021 75.23%
October 31, 2021 75.23%
September 30, 2021 75.23%
August 31, 2021 75.23%
July 31, 2021 75.23%
June 30, 2021 75.23%
May 31, 2021 75.23%
April 30, 2021 75.23%
March 31, 2021 75.23%
February 28, 2021 75.23%
January 31, 2021 75.23%
December 31, 2020 75.23%
November 30, 2020 75.23%
October 31, 2020 75.23%
September 30, 2020 75.23%
August 31, 2020 75.23%
July 31, 2020 75.23%
June 30, 2020 75.23%
May 31, 2020 75.23%
April 30, 2020 75.23%

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

51.25%
Minimum
Jun 2019
78.52%
Maximum
Mar 2024
71.95%
Average
75.23%
Median
Mar 2020