Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 64.80%
March 31, 2024 64.80%
February 29, 2024 64.80%
January 31, 2024 64.80%
December 31, 2023 64.80%
November 30, 2023 64.80%
October 31, 2023 64.80%
September 30, 2023 64.80%
August 31, 2023 64.80%
July 31, 2023 64.80%
June 30, 2023 64.80%
May 31, 2023 64.80%
April 30, 2023 64.80%
March 31, 2023 64.80%
February 28, 2023 64.72%
January 31, 2023 64.65%
December 31, 2022 58.48%
November 30, 2022 58.35%
October 31, 2022 58.35%
September 30, 2022 58.97%
August 31, 2022 58.97%
July 31, 2022 58.97%
June 30, 2022 58.97%
May 31, 2022 58.97%
April 30, 2022 58.97%
Date Value
March 31, 2022 58.97%
February 28, 2022 58.97%
January 31, 2022 58.97%
December 31, 2021 58.97%
November 30, 2021 58.97%
October 31, 2021 58.97%
September 30, 2021 58.97%
August 31, 2021 58.97%
July 31, 2021 58.97%
June 30, 2021 58.97%
May 31, 2021 58.97%
April 30, 2021 58.97%
March 31, 2021 58.97%
February 28, 2021 70.88%
January 31, 2021 70.88%
December 31, 2020 70.88%
November 30, 2020 71.46%
October 31, 2020 74.92%
September 30, 2020 74.92%
August 31, 2020 74.92%
July 31, 2020 77.14%
June 30, 2020 78.50%
May 31, 2020 78.50%
April 30, 2020 78.50%
March 31, 2020 78.50%

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

58.35%
Minimum
Oct 2022
82.05%
Maximum
May 2019
67.13%
Average
64.80%
Median
Mar 2023

Max Drawdown (5Y) Benchmarks