Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 37.18%
November 30, 2021 37.18%
October 31, 2021 37.18%
September 30, 2021 37.18%
August 31, 2021 37.18%
July 31, 2021 37.18%
June 30, 2021 37.18%
May 31, 2021 37.18%
April 30, 2021 37.18%
March 31, 2021 37.18%
February 28, 2021 37.18%
January 31, 2021 37.18%
December 31, 2020 37.18%
November 30, 2020 37.18%
October 31, 2020 37.18%
September 30, 2020 37.18%
August 31, 2020 37.18%
July 31, 2020 37.18%
June 30, 2020 37.18%
May 31, 2020 37.18%
April 30, 2020 37.18%
March 31, 2020 37.18%
February 29, 2020 28.51%
January 31, 2020 28.51%
December 31, 2019 28.51%
Date Value
November 30, 2019 28.51%
October 31, 2019 28.51%
September 30, 2019 28.51%
August 31, 2019 28.51%
July 31, 2019 28.51%
June 30, 2019 28.51%
May 31, 2019 28.51%
April 30, 2019 28.51%
March 31, 2019 28.51%
February 28, 2019 28.51%
January 31, 2019 28.51%
December 31, 2018 28.51%
November 30, 2018 28.51%
October 31, 2018 28.51%
September 30, 2018 28.51%
August 31, 2018 28.51%
July 31, 2018 28.51%
June 30, 2018 28.51%
May 31, 2018 28.51%
April 30, 2018 28.51%
March 31, 2018 28.51%
February 28, 2018 28.51%
January 31, 2018 28.51%
December 31, 2017 28.51%
November 30, 2017 28.51%

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

28.51%
Minimum
Jan 2017
37.18%
Maximum
Mar 2020
31.69%
Average
28.51%
Median
Jan 2017