Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
December 31, 2021 66.07%
November 30, 2021 66.07%
October 31, 2021 66.07%
September 30, 2021 66.07%
August 31, 2021 66.07%
July 31, 2021 66.07%
June 30, 2021 66.07%
May 31, 2021 66.07%
April 30, 2021 66.07%
March 31, 2021 66.07%
February 28, 2021 66.07%
January 31, 2021 63.79%
December 31, 2020 63.79%
November 30, 2020 62.95%
October 31, 2020 60.49%
September 30, 2020 59.50%
August 31, 2020 59.24%
July 31, 2020 57.78%
June 30, 2020 54.19%
May 31, 2020 53.85%
April 30, 2020 53.85%
March 31, 2020 53.85%
February 29, 2020 53.85%
January 31, 2020 53.85%
December 31, 2019 53.29%
Date Value
November 30, 2019 53.29%
October 31, 2019 53.29%
September 30, 2019 53.29%
August 31, 2019 53.29%
July 31, 2019 53.29%
June 30, 2019 53.29%
May 31, 2019 53.29%
April 30, 2019 53.29%
March 31, 2019 53.29%
February 28, 2019 53.29%
January 31, 2019 53.29%
December 31, 2018 53.29%
November 30, 2018 53.29%
October 31, 2018 53.29%
September 30, 2018 53.29%
August 31, 2018 53.29%
July 31, 2018 53.29%
June 30, 2018 53.29%
May 31, 2018 53.29%
April 30, 2018 53.29%
March 31, 2018 53.29%
February 28, 2018 53.29%
January 31, 2018 53.29%
December 31, 2017 49.24%
November 30, 2017 49.24%

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

34.68%
Minimum
Jan 2017
66.07%
Maximum
Feb 2021
54.07%
Average
53.29%
Median
Jan 2018