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 100.00%
December 31, 2021 100.00%
November 30, 2021 100.00%
October 31, 2021 99.67%
September 30, 2021 99.67%
August 31, 2021 99.67%
July 31, 2021 99.67%
June 30, 2021 99.67%
May 31, 2021 97.64%
April 30, 2021 97.64%
March 31, 2021 97.64%
February 28, 2021 95.71%
January 31, 2021 95.71%
December 31, 2020 94.29%
November 30, 2020 94.29%
October 31, 2020 94.29%
September 30, 2020 94.29%
August 31, 2020 94.29%
July 31, 2020 94.29%
June 30, 2020 94.29%
May 31, 2020 94.29%
April 30, 2020 94.29%
March 31, 2020 94.29%

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

92.21%
Minimum
May 2019
100.00%
Maximum
Nov 2021
97.70%
Average
99.83%
Median

Max Drawdown (5Y) Benchmarks