Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
December 31, 2021 98.34%
November 30, 2021 98.34%
October 31, 2021 98.34%
September 30, 2021 98.34%
August 31, 2021 98.34%
July 31, 2021 98.34%
June 30, 2021 98.34%
May 31, 2021 99.00%
April 30, 2021 99.38%
March 31, 2021 99.38%
February 28, 2021 99.38%
January 31, 2021 99.38%
December 31, 2020 99.38%
November 30, 2020 99.38%
October 31, 2020 99.38%
September 30, 2020 99.38%
August 31, 2020 99.38%
July 31, 2020 99.38%
June 30, 2020 99.38%
May 31, 2020 99.38%
April 30, 2020 99.38%
March 31, 2020 99.38%
February 29, 2020 99.38%
January 31, 2020 99.38%
December 31, 2019 99.38%
Date Value
November 30, 2019 99.38%
October 31, 2019 99.38%
September 30, 2019 99.38%
August 31, 2019 99.38%
July 31, 2019 99.38%
June 30, 2019 99.38%
May 31, 2019 99.38%
April 30, 2019 99.38%
March 31, 2019 99.38%
February 28, 2019 99.38%
January 31, 2019 99.38%
December 31, 2018 99.38%
November 30, 2018 99.38%
October 31, 2018 99.38%
September 30, 2018 99.38%
August 31, 2018 99.38%
July 31, 2018 99.38%
June 30, 2018 99.38%
May 31, 2018 99.38%
April 30, 2018 99.38%
March 31, 2018 99.38%
February 28, 2018 99.38%
January 31, 2018 99.38%
December 31, 2017 99.38%
November 30, 2017 99.38%

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

98.34%
Minimum
Jun 2021
99.38%
Maximum
Jan 2017
99.25%
Average
99.38%
Median
Jan 2017

Max Drawdown (5Y) Benchmarks