Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 47.97%
December 31, 2023 47.97%
November 30, 2023 47.97%
October 31, 2023 47.97%
September 30, 2023 47.97%
August 31, 2023 47.97%
July 31, 2023 47.97%
June 30, 2023 47.97%
May 31, 2023 47.97%
April 30, 2023 47.97%
March 31, 2023 47.97%
February 28, 2023 47.97%
January 31, 2023 47.97%
December 31, 2022 47.97%
November 30, 2022 47.97%
October 31, 2022 47.97%
September 30, 2022 45.97%
August 31, 2022 40.63%
July 31, 2022 32.44%
June 30, 2022 32.44%
May 31, 2022 32.44%
April 30, 2022 32.34%
March 31, 2022 32.34%
February 28, 2022 32.34%
January 31, 2022 32.34%
Date Value
December 31, 2021 32.34%
November 30, 2021 32.34%
October 31, 2021 32.34%
September 30, 2021 32.34%
August 31, 2021 32.34%
July 31, 2021 32.34%
June 30, 2021 32.34%
May 31, 2021 32.34%
April 30, 2021 32.34%
March 31, 2021 32.34%
February 28, 2021 32.34%
January 31, 2021 32.34%
December 31, 2020 32.34%
November 30, 2020 32.34%
October 31, 2020 32.34%
September 30, 2020 32.34%
August 31, 2020 32.34%
July 31, 2020 32.34%
June 30, 2020 32.34%
May 31, 2020 32.34%
April 30, 2020 36.56%
March 31, 2020 36.56%
February 29, 2020 36.56%
January 31, 2020 36.56%
December 31, 2019 36.56%

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

32.34%
Minimum
May 2020
47.97%
Maximum
Oct 2022
37.93%
Average
36.56%
Median
Feb 2019

Max Drawdown (5Y) Benchmarks