Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 97.00%
March 31, 2024 97.00%
February 29, 2024 97.00%
January 31, 2024 97.00%
December 31, 2023 97.00%
November 30, 2023 97.00%
October 31, 2023 97.00%
September 30, 2023 97.00%
August 31, 2023 97.00%
July 31, 2023 97.00%
June 30, 2023 97.00%
May 31, 2023 97.00%
April 30, 2023 97.00%
March 31, 2023 97.00%
February 28, 2023 97.00%
January 31, 2023 97.00%
December 31, 2022 97.00%
November 30, 2022 97.00%
October 31, 2022 97.00%
September 30, 2022 97.00%
August 31, 2022 97.00%
July 31, 2022 95.01%
June 30, 2022 95.01%
May 31, 2022 94.51%
April 30, 2022 94.51%
Date Value
March 31, 2022 94.33%
February 28, 2022 94.33%
January 31, 2022 94.33%
December 31, 2021 94.33%
November 30, 2021 94.33%
October 31, 2021 94.33%
September 30, 2021 94.33%
August 31, 2021 94.33%
July 31, 2021 94.33%
June 30, 2021 94.33%
May 31, 2021 94.33%
April 30, 2021 94.33%
March 31, 2021 94.33%
February 28, 2021 94.33%
January 31, 2021 96.61%
December 31, 2020 96.61%
November 30, 2020 96.61%
October 31, 2020 96.61%
September 30, 2020 96.61%
August 31, 2020 96.61%
July 31, 2020 97.50%
June 30, 2020 97.62%
May 31, 2020 99.17%
April 30, 2020 99.89%
March 31, 2020 99.89%

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

94.33%
Minimum
Feb 2021
99.99%
Maximum
May 2019
96.84%
Average
97.00%
Median
Aug 2022

Max Drawdown (5Y) Benchmarks