Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.90%
February 29, 2024 99.88%
January 31, 2024 99.86%
December 31, 2023 99.81%
November 30, 2023 99.73%
October 31, 2023 99.70%
September 30, 2023 99.60%
August 31, 2023 99.47%
July 31, 2023 99.45%
June 30, 2023 99.45%
May 31, 2023 99.40%
April 30, 2023 99.10%
March 31, 2023 99.10%
February 28, 2023 99.10%
January 31, 2023 99.10%
December 31, 2022 99.10%
November 30, 2022 99.10%
October 31, 2022 99.10%
September 30, 2022 99.10%
August 31, 2022 99.10%
July 31, 2022 99.10%
June 30, 2022 99.10%
May 31, 2022 99.10%
April 30, 2022 99.10%
March 31, 2022 99.10%
Date Value
February 28, 2022 99.10%
January 31, 2022 99.10%
December 31, 2021 99.10%
November 30, 2021 99.10%
October 31, 2021 99.10%
September 30, 2021 99.10%
August 31, 2021 99.10%
July 31, 2021 99.10%
June 30, 2021 99.10%
May 31, 2021 99.10%
April 30, 2021 99.10%
March 31, 2021 99.10%
February 28, 2021 99.10%
January 31, 2021 99.10%
December 31, 2020 99.10%
November 30, 2020 99.10%
October 31, 2020 99.10%
September 30, 2020 99.10%
August 31, 2020 99.10%
July 31, 2020 99.10%
June 30, 2020 99.10%
May 31, 2020 99.10%
April 30, 2020 99.10%
March 31, 2020 99.10%
February 29, 2020 99.10%

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

97.59%
Minimum
Apr 2019
99.90%
Maximum
Mar 2024
99.18%
Average
99.10%
Median
May 2019

Max Drawdown (5Y) Benchmarks