Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
December 31, 2021 46.79%
November 30, 2021 46.79%
October 31, 2021 46.79%
September 30, 2021 46.79%
August 31, 2021 46.79%
July 31, 2021 46.79%
June 30, 2021 46.79%
May 31, 2021 46.79%
April 30, 2021 46.79%
March 31, 2021 46.79%
February 28, 2021 46.79%
January 31, 2021 46.79%
December 31, 2020 46.79%
November 30, 2020 46.79%
October 31, 2020 46.79%
September 30, 2020 46.79%
August 31, 2020 46.79%
July 31, 2020 46.79%
June 30, 2020 46.79%
May 31, 2020 46.79%
April 30, 2020 46.79%
March 31, 2020 46.79%
February 29, 2020 19.20%
January 31, 2020 19.20%
December 31, 2019 19.20%
Date Value
November 30, 2019 19.20%
October 31, 2019 19.20%
September 30, 2019 19.20%
August 31, 2019 19.20%
July 31, 2019 19.20%
June 30, 2019 19.20%
May 31, 2019 19.20%
April 30, 2019 19.20%
March 31, 2019 19.20%
February 28, 2019 19.20%
January 31, 2019 19.20%
December 31, 2018 19.20%
November 30, 2018 13.58%
October 31, 2018 13.58%
September 30, 2018 13.58%
August 31, 2018 13.58%
July 31, 2018 13.58%
June 30, 2018 13.58%
May 31, 2018 13.58%
April 30, 2018 13.58%
March 31, 2018 13.58%
February 28, 2018 13.58%
January 31, 2018 13.58%
December 31, 2017 13.58%
November 30, 2017 13.58%

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

13.58%
Minimum
Jan 2017
46.79%
Maximum
Mar 2020
27.17%
Average
19.20%
Median
Dec 2018