Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 33.30%
May 31, 2021 33.30%
April 30, 2021 33.30%
March 31, 2021 33.30%
February 28, 2021 33.30%
January 31, 2021 33.30%
December 31, 2020 33.30%
November 30, 2020 33.30%
October 31, 2020 33.30%
September 30, 2020 33.30%
August 31, 2020 33.30%
July 31, 2020 33.30%
June 30, 2020 33.30%
May 31, 2020 33.30%
April 30, 2020 33.30%
March 31, 2020 33.30%
February 29, 2020 20.43%
January 31, 2020 20.43%
December 31, 2019 20.43%
November 30, 2019 20.43%
October 31, 2019 20.43%
September 30, 2019 20.43%
August 31, 2019 20.43%
July 31, 2019 20.43%
June 30, 2019 20.43%
Date Value
May 31, 2019 20.43%
April 30, 2019 20.43%
March 31, 2019 20.43%
February 28, 2019 20.43%
January 31, 2019 20.43%
December 31, 2018 20.43%
November 30, 2018 20.43%
October 31, 2018 20.43%
September 30, 2018 20.43%
August 31, 2018 20.43%
July 31, 2018 20.43%
June 30, 2018 20.43%
May 31, 2018 20.43%
April 30, 2018 20.43%
March 31, 2018 20.43%
February 28, 2018 20.43%
January 31, 2018 20.43%
December 31, 2017 20.43%
November 30, 2017 20.43%
October 31, 2017 20.43%
September 30, 2017 20.43%
August 31, 2017 20.43%
July 31, 2017 20.43%
June 30, 2017 20.43%
May 31, 2017 20.43%

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

20.43%
Minimum
Jan 2017
33.30%
Maximum
Mar 2020
24.24%
Average
20.43%
Median
Jan 2017