Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 96.62%
February 29, 2024 96.62%
January 31, 2024 96.62%
December 31, 2023 96.62%
November 30, 2023 96.62%
October 31, 2023 96.62%
September 30, 2023 96.62%
August 31, 2023 96.62%
July 31, 2023 96.62%
June 30, 2023 96.62%
May 31, 2023 96.62%
April 30, 2023 96.62%
March 31, 2023 96.62%
February 28, 2023 96.62%
January 31, 2023 96.62%
December 31, 2022 96.62%
November 30, 2022 96.62%
October 31, 2022 96.62%
September 30, 2022 96.62%
August 31, 2022 96.62%
July 31, 2022 96.62%
June 30, 2022 96.62%
May 31, 2022 96.62%
April 30, 2022 96.48%
March 31, 2022 96.48%
Date Value
February 28, 2022 96.48%
January 31, 2022 96.48%
December 31, 2021 96.48%
November 30, 2021 96.48%
October 31, 2021 96.48%
September 30, 2021 96.48%
August 31, 2021 96.48%
July 31, 2021 96.48%
June 30, 2021 96.48%
May 31, 2021 96.48%
April 30, 2021 96.48%
March 31, 2021 96.48%
February 28, 2021 96.48%
January 31, 2021 96.48%
December 31, 2020 96.48%
November 30, 2020 96.48%
October 31, 2020 96.48%
September 30, 2020 96.48%
August 31, 2020 96.48%
July 31, 2020 96.48%
June 30, 2020 96.48%
May 31, 2020 96.48%
April 30, 2020 96.48%
March 31, 2020 96.48%
February 29, 2020 96.48%

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

95.88%
Minimum
Apr 2019
96.62%
Maximum
May 2022
96.44%
Average
96.48%
Median
Feb 2020

Max Drawdown (5Y) Benchmarks