Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
December 31, 2021 8.45%
November 30, 2021 8.45%
October 31, 2021 8.45%
September 30, 2021 8.45%
August 31, 2021 8.45%
July 31, 2021 8.45%
June 30, 2021 8.45%
May 31, 2021 8.45%
April 30, 2021 8.45%
March 31, 2021 8.45%
February 28, 2021 8.45%
January 31, 2021 8.45%
December 31, 2020 8.45%
November 30, 2020 8.45%
October 31, 2020 8.45%
September 30, 2020 8.45%
August 31, 2020 8.45%
July 31, 2020 8.45%
June 30, 2020 8.45%
May 31, 2020 8.45%
April 30, 2020 8.45%
March 31, 2020 8.45%
February 29, 2020 4.55%
January 31, 2020 4.55%
December 31, 2019 4.55%
Date Value
November 30, 2019 4.55%
October 31, 2019 4.55%
September 30, 2019 4.55%
August 31, 2019 4.55%
July 31, 2019 4.55%
June 30, 2019 4.55%
May 31, 2019 4.55%
April 30, 2019 4.55%
March 31, 2019 4.55%
February 28, 2019 4.55%
January 31, 2019 4.55%
December 31, 2018 4.55%
November 30, 2018 4.55%
October 31, 2018 4.55%
September 30, 2018 4.55%
August 31, 2018 4.55%
July 31, 2018 4.55%
June 30, 2018 4.55%
May 31, 2018 4.55%
April 30, 2018 4.55%
March 31, 2018 4.55%
February 28, 2018 4.55%
January 31, 2018 4.55%
December 31, 2017 4.55%
November 30, 2017 4.55%

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

4.55%
Minimum
Jan 2017
8.45%
Maximum
Mar 2020
5.98%
Average
4.55%
Median
Jan 2017