Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 78.95%
December 31, 2023 78.95%
November 30, 2023 78.95%
October 31, 2023 78.95%
September 30, 2023 78.95%
August 31, 2023 78.95%
July 31, 2023 78.95%
June 30, 2023 78.95%
May 31, 2023 78.95%
April 30, 2023 78.95%
March 31, 2023 78.95%
February 28, 2023 78.95%
January 31, 2023 78.95%
December 31, 2022 78.95%
November 30, 2022 78.95%
October 31, 2022 78.95%
September 30, 2022 78.95%
August 31, 2022 78.95%
July 31, 2022 78.95%
June 30, 2022 78.95%
May 31, 2022 78.95%
April 30, 2022 78.95%
March 31, 2022 78.95%
February 28, 2022 78.95%
January 31, 2022 78.95%
Date Value
December 31, 2021 78.95%
November 30, 2021 78.95%
October 31, 2021 78.95%
September 30, 2021 78.95%
August 31, 2021 78.95%
July 31, 2021 78.95%
June 30, 2021 78.95%
May 31, 2021 78.95%
April 30, 2021 78.95%
March 31, 2021 78.95%
February 28, 2021 78.95%
January 31, 2021 78.95%
December 31, 2020 78.95%
November 30, 2020 78.95%
October 31, 2020 78.95%
September 30, 2020 78.95%
August 31, 2020 78.95%
July 31, 2020 78.95%
June 30, 2020 78.95%
May 31, 2020 78.95%
April 30, 2020 78.95%
March 31, 2020 78.95%
February 29, 2020 67.86%
January 31, 2020 67.86%
December 31, 2019 67.86%

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

67.86%
Minimum
Feb 2019
78.95%
Maximum
Mar 2020
76.55%
Average
78.95%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks