Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
November 30, 2021 40.84%
October 31, 2021 40.84%
September 30, 2021 40.84%
August 31, 2021 40.84%
July 31, 2021 40.84%
June 30, 2021 40.84%
May 31, 2021 40.84%
April 30, 2021 40.84%
March 31, 2021 40.84%
February 28, 2021 40.84%
January 31, 2021 40.84%
December 31, 2020 40.84%
November 30, 2020 40.84%
October 31, 2020 40.84%
September 30, 2020 40.84%
August 31, 2020 40.84%
July 31, 2020 40.84%
June 30, 2020 40.84%
May 31, 2020 40.84%
April 30, 2020 40.84%
March 31, 2020 40.84%
February 29, 2020 32.53%
January 31, 2020 32.53%
December 31, 2019 32.53%
November 30, 2019 32.53%
Date Value
October 31, 2019 32.53%
September 30, 2019 32.53%
August 31, 2019 32.53%
July 31, 2019 32.53%
June 30, 2019 32.53%
May 31, 2019 32.53%
April 30, 2019 32.53%
March 31, 2019 32.53%
February 28, 2019 32.53%
January 31, 2019 32.53%
December 31, 2018 32.53%
November 30, 2018 32.53%
October 31, 2018 32.53%
September 30, 2018 32.53%
August 31, 2018 32.53%
July 31, 2018 32.53%
June 30, 2018 32.53%
May 31, 2018 32.53%
April 30, 2018 32.53%
March 31, 2018 32.53%
February 28, 2018 32.53%
January 31, 2018 32.53%
December 31, 2017 32.53%
November 30, 2017 32.53%
October 31, 2017 32.53%

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

32.53%
Minimum
Dec 2016
40.84%
Maximum
Mar 2020
35.44%
Average
32.53%
Median
Dec 2016