Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
December 31, 2022 38.60%
November 30, 2022 38.60%
October 31, 2022 38.60%
September 30, 2022 38.60%
August 31, 2022 38.60%
July 31, 2022 38.60%
June 30, 2022 38.60%
May 31, 2022 38.60%
April 30, 2022 38.60%
March 31, 2022 38.60%
February 28, 2022 38.60%
January 31, 2022 38.60%
December 31, 2021 38.60%
November 30, 2021 38.60%
October 31, 2021 38.60%
September 30, 2021 38.60%
August 31, 2021 38.60%
July 31, 2021 38.60%
June 30, 2021 38.60%
May 31, 2021 38.60%
April 30, 2021 38.60%
March 31, 2021 38.60%
February 28, 2021 38.60%
January 31, 2021 38.60%
December 31, 2020 38.60%
Date Value
November 30, 2020 38.60%
October 31, 2020 38.60%
September 30, 2020 38.60%
August 31, 2020 38.60%
July 31, 2020 38.60%
June 30, 2020 38.60%
May 31, 2020 38.60%
April 30, 2020 38.60%
March 31, 2020 38.60%
February 29, 2020 21.79%
January 31, 2020 21.79%
December 31, 2019 21.79%
November 30, 2019 21.79%
October 31, 2019 21.79%
September 30, 2019 21.79%
August 31, 2019 21.79%
July 31, 2019 21.79%
June 30, 2019 21.79%
May 31, 2019 21.79%
April 30, 2019 21.79%
March 31, 2019 21.79%
February 28, 2019 21.79%
January 31, 2019 21.79%
December 31, 2018 21.79%
November 30, 2018 11.96%

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

4.18%
Minimum
Jan 2018
38.60%
Maximum
Mar 2020
29.02%
Average
38.60%
Median
Mar 2020