Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 93.64%
December 31, 2023 93.64%
November 30, 2023 93.64%
October 31, 2023 89.03%
September 30, 2023 87.68%
August 31, 2023 87.68%
July 31, 2023 87.68%
June 30, 2023 87.68%
May 31, 2023 87.66%
April 30, 2023 84.66%
March 31, 2023 83.38%
February 28, 2023 83.38%
January 31, 2023 83.38%
December 31, 2022 83.38%
November 30, 2022 83.17%
October 31, 2022 81.13%
September 30, 2022 79.13%
August 31, 2022 79.13%
July 31, 2022 79.13%
June 30, 2022 78.94%
May 31, 2022 73.96%
April 30, 2022 73.96%
March 31, 2022 73.96%
February 28, 2022 73.96%
January 31, 2022 73.96%
Date Value
December 31, 2021 73.96%
November 30, 2021 73.96%
October 31, 2021 73.96%
September 30, 2021 73.96%
August 31, 2021 73.96%
July 31, 2021 73.96%
June 30, 2021 73.96%
May 31, 2021 73.96%
April 30, 2021 73.96%
March 31, 2021 73.96%
February 28, 2021 73.96%
January 31, 2021 73.96%
December 31, 2020 73.96%
November 30, 2020 73.96%
October 31, 2020 73.96%
September 30, 2020 73.96%
August 31, 2020 73.96%
July 31, 2020 73.96%
June 30, 2020 73.96%
May 31, 2020 73.96%
April 30, 2020 73.96%
March 31, 2020 67.92%
February 29, 2020 55.79%
January 31, 2020 55.79%
December 31, 2019 55.79%

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

55.79%
Minimum
Feb 2019
93.64%
Maximum
Nov 2023
73.72%
Average
73.96%
Median
Apr 2020