Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 50.14%
October 31, 2020 53.33%
September 30, 2020 53.33%
August 31, 2020 53.33%
July 31, 2020 53.33%
June 30, 2020 53.33%
May 31, 2020 53.33%
April 30, 2020 53.33%
March 31, 2020 53.33%
February 29, 2020 53.33%
January 31, 2020 53.33%
December 31, 2019 53.33%
November 30, 2019 53.33%
October 31, 2019 53.33%
September 30, 2019 53.33%
August 31, 2019 53.33%
July 31, 2019 53.33%
June 30, 2019 53.33%
May 31, 2019 53.33%
April 30, 2019 53.33%
March 31, 2019 53.33%
February 28, 2019 53.33%
January 31, 2019 53.33%
December 31, 2018 53.33%
November 30, 2018 53.33%
Date Value
October 31, 2018 53.33%
September 30, 2018 53.33%
August 31, 2018 53.33%
July 31, 2018 53.33%
June 30, 2018 53.33%
May 31, 2018 53.33%
April 30, 2018 53.33%
March 31, 2018 53.33%
February 28, 2018 53.33%
January 31, 2018 53.33%
December 31, 2017 53.33%
November 30, 2017 53.33%
October 31, 2017 53.33%
September 30, 2017 53.33%
August 31, 2017 53.33%
July 31, 2017 53.33%
June 30, 2017 53.33%
May 31, 2017 53.33%
April 30, 2017 53.33%
March 31, 2017 53.33%
February 28, 2017 53.33%
January 31, 2017 53.33%
December 31, 2016 53.33%
November 30, 2016 53.33%
October 31, 2016 53.33%

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

48.27%
Minimum
Dec 2015
53.33%
Maximum
Jan 2016
53.19%
Average
53.33%
Median
Jan 2016