Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
December 31, 2021 24.16%
November 30, 2021 24.16%
October 31, 2021 24.16%
September 30, 2021 24.16%
August 31, 2021 24.16%
July 31, 2021 24.16%
June 30, 2021 24.16%
May 31, 2021 24.16%
April 30, 2021 24.16%
March 31, 2021 24.16%
February 28, 2021 24.16%
January 31, 2021 24.16%
December 31, 2020 24.16%
November 30, 2020 24.16%
October 31, 2020 24.16%
September 30, 2020 24.16%
August 31, 2020 24.16%
July 31, 2020 24.16%
June 30, 2020 24.16%
May 31, 2020 24.16%
April 30, 2020 24.16%
March 31, 2020 24.16%
February 29, 2020 7.07%
January 31, 2020 7.07%
December 31, 2019 7.07%
Date Value
November 30, 2019 7.07%
October 31, 2019 7.07%
September 30, 2019 7.07%
August 31, 2019 7.07%
July 31, 2019 7.07%
June 30, 2019 7.07%
May 31, 2019 7.07%
April 30, 2019 7.07%
March 31, 2019 7.07%
February 28, 2019 7.07%
January 31, 2019 7.07%
December 31, 2018 7.07%
November 30, 2018 7.07%
October 31, 2018 7.07%
September 30, 2018 7.07%
August 31, 2018 7.07%
July 31, 2018 7.07%
June 30, 2018 7.07%
May 31, 2018 7.07%
April 30, 2018 7.07%
March 31, 2018 7.07%
February 28, 2018 7.07%
January 31, 2018 7.07%
December 31, 2017 7.07%
November 30, 2017 7.07%

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

7.07%
Minimum
Jan 2017
24.16%
Maximum
Mar 2020
13.34%
Average
7.07%
Median
Jan 2017