Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 57.35%
February 29, 2024 57.35%
January 31, 2024 57.35%
December 31, 2023 57.35%
November 30, 2023 57.35%
October 31, 2023 53.78%
September 30, 2023 53.78%
August 31, 2023 53.78%
July 31, 2023 53.78%
June 30, 2023 53.78%
May 31, 2023 53.78%
April 30, 2023 53.78%
March 31, 2023 53.78%
February 28, 2023 53.78%
January 31, 2023 53.78%
December 31, 2022 53.78%
November 30, 2022 53.78%
October 31, 2022 53.78%
September 30, 2022 53.78%
August 31, 2022 53.78%
July 31, 2022 53.78%
June 30, 2022 53.78%
May 31, 2022 53.78%
April 30, 2022 53.78%
March 31, 2022 53.78%
Date Value
February 28, 2022 53.78%
January 31, 2022 53.78%
December 31, 2021 53.78%
November 30, 2021 53.78%
October 31, 2021 53.78%
September 30, 2021 53.78%
August 31, 2021 53.78%
July 31, 2021 53.78%
June 30, 2021 53.78%
May 31, 2021 53.78%
April 30, 2021 53.78%
March 31, 2021 53.78%
February 28, 2021 53.78%
January 31, 2021 53.78%
December 31, 2020 53.78%
November 30, 2020 53.78%
October 31, 2020 53.78%
September 30, 2020 53.78%
August 31, 2020 53.78%
July 31, 2020 57.43%
June 30, 2020 59.66%
May 31, 2020 59.66%
April 30, 2020 59.66%
March 31, 2020 59.66%
February 29, 2020 59.66%

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

53.78%
Minimum
Aug 2020
59.66%
Maximum
Apr 2019
55.61%
Average
53.78%
Median
Aug 2020

Max Drawdown (5Y) Benchmarks