Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 86.96%
March 31, 2024 86.96%
February 29, 2024 86.96%
January 31, 2024 86.96%
December 31, 2023 86.96%
November 30, 2023 86.96%
October 31, 2023 86.96%
September 30, 2023 85.98%
August 31, 2023 85.37%
July 31, 2023 83.24%
June 30, 2023 82.96%
May 31, 2023 82.96%
April 30, 2023 82.96%
March 31, 2023 82.96%
February 28, 2023 82.68%
January 31, 2023 82.68%
December 31, 2022 82.68%
November 30, 2022 82.68%
October 31, 2022 82.68%
September 30, 2022 82.68%
August 31, 2022 79.89%
July 31, 2022 79.89%
June 30, 2022 79.13%
May 31, 2022 79.13%
April 30, 2022 79.13%
Date Value
March 31, 2022 79.13%
February 28, 2022 79.13%
January 31, 2022 79.13%
December 31, 2021 79.13%
November 30, 2021 79.13%
October 31, 2021 79.13%
September 30, 2021 78.26%
August 31, 2021 78.26%
July 31, 2021 78.26%
June 30, 2021 78.26%
May 31, 2021 78.26%
April 30, 2021 78.26%
March 31, 2021 78.26%
February 28, 2021 78.26%
January 31, 2021 78.26%
December 31, 2020 78.26%
November 30, 2020 78.26%
October 31, 2020 78.26%
September 30, 2020 78.26%
August 31, 2020 78.26%
July 31, 2020 78.26%
June 30, 2020 78.26%
May 31, 2020 78.26%
April 30, 2020 78.26%
March 31, 2020 78.26%

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

74.78%
Minimum
May 2019
86.96%
Maximum
Oct 2023
79.97%
Average
79.13%
Median
Oct 2021