Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 53.38%
February 29, 2024 53.38%
January 31, 2024 53.38%
December 31, 2023 53.38%
November 30, 2023 53.38%
October 31, 2023 53.38%
September 30, 2023 53.38%
August 31, 2023 53.38%
July 31, 2023 53.38%
June 30, 2023 53.38%
May 31, 2023 53.38%
April 30, 2023 53.38%
March 31, 2023 53.38%
February 28, 2023 53.38%
January 31, 2023 53.38%
December 31, 2022 53.38%
November 30, 2022 53.38%
October 31, 2022 53.38%
September 30, 2022 53.38%
August 31, 2022 53.38%
July 31, 2022 53.38%
June 30, 2022 53.38%
May 31, 2022 53.38%
April 30, 2022 53.38%
March 31, 2022 53.38%
Date Value
February 28, 2022 53.38%
January 31, 2022 53.38%
December 31, 2021 53.38%
November 30, 2021 53.38%
October 31, 2021 53.38%
September 30, 2021 53.38%
August 31, 2021 53.38%
July 31, 2021 53.38%
June 30, 2021 53.38%
May 31, 2021 53.38%
April 30, 2021 53.38%
March 31, 2021 53.38%
February 28, 2021 53.38%
January 31, 2021 53.38%
December 31, 2020 53.38%
November 30, 2020 53.38%
October 31, 2020 53.38%
September 30, 2020 53.20%
August 31, 2020 53.14%
July 31, 2020 53.14%
June 30, 2020 53.14%
May 31, 2020 53.14%
April 30, 2020 53.14%
March 31, 2020 53.14%
February 29, 2020 44.93%

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

37.87%
Minimum
Apr 2019
53.38%
Maximum
Oct 2020
50.90%
Average
53.38%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks