Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 51.29%
February 29, 2024 51.29%
January 31, 2024 51.29%
December 31, 2023 51.29%
November 30, 2023 51.29%
October 31, 2023 51.29%
September 30, 2023 51.29%
August 31, 2023 51.29%
July 31, 2023 51.29%
June 30, 2023 51.29%
May 31, 2023 46.64%
April 30, 2023 46.64%
March 31, 2023 46.64%
February 28, 2023 46.64%
January 31, 2023 46.64%
December 31, 2022 46.64%
November 30, 2022 46.64%
October 31, 2022 46.64%
September 30, 2022 46.64%
August 31, 2022 46.64%
July 31, 2022 46.64%
June 30, 2022 46.64%
May 31, 2022 46.64%
April 30, 2022 46.64%
March 31, 2022 46.64%
Date Value
February 28, 2022 46.64%
January 31, 2022 46.64%
December 31, 2021 46.64%
November 30, 2021 46.64%
October 31, 2021 46.64%
September 30, 2021 46.64%
August 31, 2021 46.64%
July 31, 2021 46.64%
June 30, 2021 46.64%
May 31, 2021 46.64%
April 30, 2021 46.64%
March 31, 2021 46.64%
February 28, 2021 46.64%
January 31, 2021 46.64%
December 31, 2020 46.64%
November 30, 2020 46.64%
October 31, 2020 46.64%
September 30, 2020 46.64%
August 31, 2020 46.64%
July 31, 2020 46.64%
June 30, 2020 46.64%
May 31, 2020 46.64%
April 30, 2020 46.64%
March 31, 2020 46.64%
February 29, 2020 46.64%

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

43.84%
Minimum
Apr 2019
51.29%
Maximum
Jun 2023
47.36%
Average
46.64%
Median
May 2019

Max Drawdown (5Y) Benchmarks