Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 88.12%
December 31, 2023 88.12%
November 30, 2023 88.12%
October 31, 2023 88.12%
September 30, 2023 88.12%
August 31, 2023 88.12%
July 31, 2023 88.12%
June 30, 2023 88.12%
May 31, 2023 88.12%
April 30, 2023 88.12%
March 31, 2023 88.12%
February 28, 2023 88.12%
January 31, 2023 88.12%
December 31, 2022 88.12%
November 30, 2022 88.12%
October 31, 2022 88.12%
September 30, 2022 88.12%
August 31, 2022 88.12%
July 31, 2022 88.12%
June 30, 2022 88.12%
May 31, 2022 81.81%
April 30, 2022 75.58%
March 31, 2022 75.58%
February 28, 2022 75.58%
January 31, 2022 75.58%
Date Value
December 31, 2021 75.58%
November 30, 2021 75.58%
October 31, 2021 75.58%
September 30, 2021 75.58%
August 31, 2021 75.58%
July 31, 2021 75.58%
June 30, 2021 75.58%
May 31, 2021 75.58%
April 30, 2021 75.58%
March 31, 2021 75.58%
February 28, 2021 75.58%
January 31, 2021 75.58%
December 31, 2020 75.58%
November 30, 2020 75.58%
October 31, 2020 75.58%
September 30, 2020 75.58%
August 31, 2020 75.58%
July 31, 2020 75.58%
June 30, 2020 75.58%
May 31, 2020 75.58%
April 30, 2020 75.58%
March 31, 2020 75.58%
February 29, 2020 73.70%
January 31, 2020 71.20%
December 31, 2019 71.20%

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

66.82%
Minimum
Feb 2019
88.12%
Maximum
Jun 2022
78.52%
Average
75.58%
Median
Mar 2020