Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
October 31, 2021 35.92%
September 30, 2021 35.92%
August 31, 2021 35.92%
July 31, 2021 35.92%
June 30, 2021 35.92%
May 31, 2021 35.92%
April 30, 2021 35.92%
March 31, 2021 35.92%
February 28, 2021 35.92%
January 31, 2021 35.92%
December 31, 2020 35.92%
November 30, 2020 35.92%
October 31, 2020 35.92%
September 30, 2020 35.92%
August 31, 2020 35.92%
July 31, 2020 35.92%
June 30, 2020 35.92%
May 31, 2020 35.92%
April 30, 2020 35.92%
March 31, 2020 35.71%
February 29, 2020 32.05%
January 31, 2020 28.59%
December 31, 2019 28.59%
November 30, 2019 28.59%
October 31, 2019 28.59%
Date Value
September 30, 2019 28.59%
August 31, 2019 28.59%
July 31, 2019 25.52%
June 30, 2019 25.52%
May 31, 2019 25.52%
April 30, 2019 24.91%
March 31, 2019 24.91%
February 28, 2019 24.91%
January 31, 2019 24.91%
December 31, 2018 24.91%
November 30, 2018 23.49%
October 31, 2018 23.49%
September 30, 2018 23.49%
August 31, 2018 23.49%
July 31, 2018 23.49%
June 30, 2018 23.49%
May 31, 2018 23.49%
April 30, 2018 23.49%
March 31, 2018 23.49%
February 28, 2018 23.49%
January 31, 2018 23.49%
December 31, 2017 23.49%
November 30, 2017 23.49%
October 31, 2017 23.49%
September 30, 2017 23.49%

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

23.49%
Minimum
Nov 2016
35.92%
Maximum
Apr 2020
28.50%
Average
25.22%
Median