Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.59%
February 29, 2024 99.59%
January 31, 2024 99.59%
December 31, 2023 99.59%
November 30, 2023 99.59%
October 31, 2023 99.59%
September 30, 2023 99.59%
August 31, 2023 99.59%
July 31, 2023 99.59%
June 30, 2023 99.59%
May 31, 2023 99.59%
April 30, 2023 99.59%
March 31, 2023 99.59%
February 28, 2023 99.59%
January 31, 2023 99.59%
December 31, 2022 99.59%
November 30, 2022 99.59%
October 31, 2022 99.59%
September 30, 2022 99.59%
August 31, 2022 99.59%
July 31, 2022 99.59%
June 30, 2022 99.57%
May 31, 2022 99.54%
April 30, 2022 99.43%
March 31, 2022 99.39%
Date Value
February 28, 2022 99.39%
January 31, 2022 99.39%
December 31, 2021 99.39%
November 30, 2021 99.00%
October 31, 2021 98.97%
September 30, 2021 98.85%
August 31, 2021 98.69%
July 31, 2021 97.93%
June 30, 2021 97.68%
May 31, 2021 97.65%
April 30, 2021 97.61%
March 31, 2021 97.61%
February 28, 2021 97.61%
January 31, 2021 97.61%
December 31, 2020 97.61%
November 30, 2020 97.57%
October 31, 2020 97.14%
September 30, 2020 97.00%
August 31, 2020 97.00%
July 31, 2020 97.00%
June 30, 2020 97.00%
May 31, 2020 97.00%
April 30, 2020 97.00%
March 31, 2020 97.00%
February 29, 2020 97.00%

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

96.62%
Minimum
Jun 2019
99.59%
Maximum
Jul 2022
98.42%
Average
98.91%
Median