Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 89.07%
January 31, 2024 86.62%
December 31, 2023 86.62%
November 30, 2023 84.89%
October 31, 2023 84.89%
September 30, 2023 84.89%
August 31, 2023 84.89%
July 31, 2023 84.89%
June 30, 2023 84.89%
May 31, 2023 84.46%
April 30, 2023 83.70%
March 31, 2023 83.01%
February 28, 2023 82.75%
January 31, 2023 82.75%
December 31, 2022 82.75%
November 30, 2022 82.75%
October 31, 2022 82.75%
September 30, 2022 82.75%
August 31, 2022 82.75%
July 31, 2022 82.75%
June 30, 2022 82.75%
May 31, 2022 82.75%
April 30, 2022 82.75%
March 31, 2022 82.75%
February 28, 2022 82.75%
Date Value
January 31, 2022 82.75%
December 31, 2021 82.75%
November 30, 2021 82.75%
October 31, 2021 82.75%
September 30, 2021 82.75%
August 31, 2021 82.75%
July 31, 2021 82.75%
June 30, 2021 82.75%
May 31, 2021 82.75%
April 30, 2021 82.75%
March 31, 2021 82.75%
February 28, 2021 85.56%
January 31, 2021 86.65%
December 31, 2020 87.97%
November 30, 2020 88.25%
October 31, 2020 88.25%
September 30, 2020 88.25%
August 31, 2020 88.25%
July 31, 2020 88.25%
June 30, 2020 88.25%
May 31, 2020 88.25%
April 30, 2020 88.25%
March 31, 2020 88.25%
February 29, 2020 88.25%
January 31, 2020 88.25%

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

82.75%
Minimum
Mar 2021
89.07%
Maximum
Feb 2024
85.37%
Average
84.89%
Median
Jun 2023