Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2023 95.82%
July 31, 2023 95.82%
June 30, 2023 95.82%
May 31, 2023 95.82%
April 30, 2023 95.82%
March 31, 2023 95.82%
February 28, 2023 95.82%
January 31, 2023 95.82%
December 31, 2022 95.82%
November 30, 2022 95.82%
October 31, 2022 95.82%
September 30, 2022 95.82%
August 31, 2022 95.82%
July 31, 2022 95.82%
June 30, 2022 95.82%
May 31, 2022 95.82%
April 30, 2022 95.82%
March 31, 2022 95.82%
February 28, 2022 95.82%
January 31, 2022 95.82%
December 31, 2021 95.82%
November 30, 2021 95.82%
October 31, 2021 95.82%
September 30, 2021 95.82%
August 31, 2021 95.82%
Date Value
July 31, 2021 95.82%
June 30, 2021 95.82%
May 31, 2021 95.82%
April 30, 2021 95.82%
March 31, 2021 95.82%
February 28, 2021 95.82%
January 31, 2021 95.82%
December 31, 2020 95.82%
November 30, 2020 95.82%
October 31, 2020 95.82%
September 30, 2020 95.82%
August 31, 2020 95.82%
July 31, 2020 95.82%
June 30, 2020 95.82%
May 31, 2020 95.82%
April 30, 2020 95.82%
March 31, 2020 95.82%
February 29, 2020 84.77%
January 31, 2020 84.77%
December 31, 2019 84.77%
November 30, 2019 84.77%
October 31, 2019 84.77%
September 30, 2019 84.77%
August 31, 2019 84.77%
July 31, 2019 84.77%

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

77.41%
Minimum
Sep 2018
95.82%
Maximum
Mar 2020
92.14%
Average
95.82%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks