Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 87.56%
February 29, 2024 87.56%
January 31, 2024 87.56%
December 31, 2023 87.56%
November 30, 2023 87.06%
October 31, 2023 87.06%
September 30, 2023 87.06%
August 31, 2023 87.06%
July 31, 2023 84.26%
June 30, 2023 83.25%
May 31, 2023 78.68%
April 30, 2023 78.43%
March 31, 2023 75.63%
February 28, 2023 75.63%
January 31, 2023 75.63%
December 31, 2022 75.63%
November 30, 2022 75.63%
October 31, 2022 74.62%
September 30, 2022 74.62%
August 31, 2022 74.29%
July 31, 2022 74.29%
June 30, 2022 74.29%
May 31, 2022 74.29%
April 30, 2022 74.29%
March 31, 2022 74.29%
Date Value
February 28, 2022 74.29%
January 31, 2022 74.29%
December 31, 2021 74.29%
November 30, 2021 74.29%
October 31, 2021 74.29%
September 30, 2021 74.29%
August 31, 2021 74.29%
July 31, 2021 74.29%
June 30, 2021 74.29%
May 31, 2021 74.29%
April 30, 2021 74.29%
March 31, 2021 74.29%
February 28, 2021 74.29%
January 31, 2021 74.29%
December 31, 2020 74.29%
November 30, 2020 74.29%
October 31, 2020 74.29%
September 30, 2020 74.29%
August 31, 2020 74.29%
July 31, 2020 74.29%
June 30, 2020 74.29%
May 31, 2020 74.29%
April 30, 2020 74.29%
March 31, 2020 74.29%
February 29, 2020 74.29%

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

74.29%
Minimum
Apr 2019
87.56%
Maximum
Dec 2023
76.60%
Average
74.29%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks