Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 96.72%
February 29, 2024 96.72%
January 31, 2024 96.72%
December 31, 2023 96.72%
November 30, 2023 96.72%
October 31, 2023 96.72%
September 30, 2023 96.72%
August 31, 2023 96.72%
July 31, 2023 96.72%
June 30, 2023 96.72%
May 31, 2023 96.72%
April 30, 2023 96.72%
March 31, 2023 96.72%
February 28, 2023 96.72%
January 31, 2023 96.72%
December 31, 2022 96.72%
November 30, 2022 96.54%
October 31, 2022 96.54%
September 30, 2022 96.19%
August 31, 2022 94.94%
July 31, 2022 94.31%
June 30, 2022 94.01%
May 31, 2022 94.01%
April 30, 2022 91.19%
March 31, 2022 91.19%
Date Value
February 28, 2022 90.13%
January 31, 2022 89.11%
December 31, 2021 89.11%
November 30, 2021 89.11%
October 31, 2021 89.11%
September 30, 2021 89.11%
August 31, 2021 89.11%
July 31, 2021 89.11%
June 30, 2021 89.11%
May 31, 2021 89.11%
April 30, 2021 89.11%
March 31, 2021 89.11%
February 28, 2021 89.11%
January 31, 2021 89.11%
December 31, 2020 89.11%
November 30, 2020 89.11%
October 31, 2020 89.11%
September 30, 2020 89.11%
August 31, 2020 89.11%
July 31, 2020 92.08%
June 30, 2020 93.08%
May 31, 2020 94.98%
April 30, 2020 95.44%
March 31, 2020 95.44%
February 29, 2020 95.44%

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

89.11%
Minimum
Aug 2020
96.72%
Maximum
Dec 2022
93.52%
Average
95.44%
Median
Apr 2019