Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.98%
July 31, 2023 99.93%
June 30, 2023 99.89%
May 31, 2023 99.88%
April 30, 2023 99.75%
March 31, 2023 99.71%
February 28, 2023 99.17%
January 31, 2023 98.99%
December 31, 2022 98.60%
November 30, 2022 98.24%
October 31, 2022 98.24%
September 30, 2022 98.24%
August 31, 2022 96.50%
July 31, 2022 96.48%
June 30, 2022 96.48%
May 31, 2022 96.48%
April 30, 2022 96.20%
Date Value
March 31, 2022 96.20%
February 28, 2022 96.20%
January 31, 2022 96.20%
December 31, 2021 96.20%
November 30, 2021 96.20%
October 31, 2021 96.20%
September 30, 2021 95.80%
August 31, 2021 95.80%
July 31, 2021 95.80%
June 30, 2021 95.80%
May 31, 2021 95.80%
April 30, 2021 95.80%
March 31, 2021 95.80%
February 28, 2021 95.80%
January 31, 2021 95.80%
December 31, 2020 95.80%
November 30, 2020 95.80%
October 31, 2020 95.80%
September 30, 2020 95.80%
August 31, 2020 95.80%
July 31, 2020 95.80%
June 30, 2020 95.80%
May 31, 2020 94.50%
April 30, 2020 94.50%
March 31, 2020 94.40%

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

93.00%
Minimum
May 2019
99.99%
Maximum
Jan 2024
96.73%
Average
96.20%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks