Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 87.38%
December 31, 2023 87.38%
November 30, 2023 87.38%
October 31, 2023 87.38%
September 30, 2023 87.38%
August 31, 2023 87.38%
July 31, 2023 87.38%
June 30, 2023 87.38%
May 31, 2023 87.38%
April 30, 2023 87.38%
March 31, 2023 87.38%
February 28, 2023 87.38%
January 31, 2023 87.38%
December 31, 2022 87.38%
November 30, 2022 87.38%
October 31, 2022 87.38%
September 30, 2022 87.38%
August 31, 2022 87.38%
July 31, 2022 87.38%
June 30, 2022 87.38%
May 31, 2022 87.38%
April 30, 2022 87.38%
March 31, 2022 87.38%
February 28, 2022 87.38%
January 31, 2022 87.38%
Date Value
December 31, 2021 87.38%
November 30, 2021 87.38%
October 31, 2021 87.38%
September 30, 2021 87.38%
August 31, 2021 87.38%
July 31, 2021 87.38%
June 30, 2021 87.38%
May 31, 2021 87.38%
April 30, 2021 87.38%
March 31, 2021 87.38%
February 28, 2021 87.38%
January 31, 2021 87.38%
December 31, 2020 87.38%
November 30, 2020 87.87%
October 31, 2020 87.87%
September 30, 2020 87.87%
August 31, 2020 87.87%
July 31, 2020 87.87%
June 30, 2020 87.87%
May 31, 2020 87.87%
April 30, 2020 87.87%
March 31, 2020 87.87%
February 29, 2020 87.87%
January 31, 2020 87.87%
December 31, 2019 87.87%

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

87.38%
Minimum
Dec 2020
87.87%
Maximum
Feb 2019
87.56%
Average
87.38%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks