Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 98.96%
December 31, 2021 98.96%
November 30, 2021 98.96%
October 31, 2021 98.96%
September 30, 2021 98.96%
August 31, 2021 98.96%
July 31, 2021 98.96%
June 30, 2021 98.96%
May 31, 2021 98.96%
April 30, 2021 98.96%
March 31, 2021 98.96%
February 28, 2021 98.96%
January 31, 2021 98.96%
December 31, 2020 98.96%
November 30, 2020 98.96%
October 31, 2020 98.96%
September 30, 2020 98.96%
August 31, 2020 96.88%
July 31, 2020 96.88%
June 30, 2020 96.88%
May 31, 2020 96.88%
April 30, 2020 96.88%
March 31, 2020 96.88%

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

96.63%
Minimum
May 2019
100.00%
Maximum
Feb 2022
98.84%
Average
98.96%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks