Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 79.50%
February 29, 2024 68.87%
January 31, 2024 51.93%
December 31, 2023 49.93%
November 30, 2023 49.93%
October 31, 2023 49.93%
September 30, 2023 49.93%
August 31, 2023 49.93%
July 31, 2023 49.93%
June 30, 2023 49.93%
May 31, 2023 49.93%
April 30, 2023 49.93%
March 31, 2023 49.93%
February 28, 2023 45.61%
January 31, 2023 45.61%
December 31, 2022 45.61%
November 30, 2022 45.61%
October 31, 2022 45.61%
September 30, 2022 45.61%
August 31, 2022 45.61%
July 31, 2022 45.61%
June 30, 2022 45.61%
May 31, 2022 45.61%
April 30, 2022 45.61%
March 31, 2022 45.61%
Date Value
February 28, 2022 45.61%
January 31, 2022 45.61%
December 31, 2021 45.61%
November 30, 2021 45.61%
October 31, 2021 45.61%
September 30, 2021 45.61%
August 31, 2021 45.61%
July 31, 2021 45.61%
June 30, 2021 45.61%
May 31, 2021 45.61%
April 30, 2021 45.61%
March 31, 2021 45.61%
February 28, 2021 45.61%
January 31, 2021 45.61%
December 31, 2020 45.61%
November 30, 2020 45.61%
October 31, 2020 45.61%
September 30, 2020 45.61%
August 31, 2020 45.61%
July 31, 2020 45.61%
June 30, 2020 45.61%
May 31, 2020 45.61%
April 30, 2020 45.61%
March 31, 2020 45.61%
February 29, 2020 45.61%

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

45.61%
Minimum
Apr 2019
79.50%
Maximum
Mar 2024
47.39%
Average
45.61%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks