Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
December 31, 2021 16.65%
November 30, 2021 16.65%
October 31, 2021 16.65%
September 30, 2021 16.65%
August 31, 2021 16.65%
July 31, 2021 16.65%
June 30, 2021 16.65%
May 31, 2021 16.65%
April 30, 2021 16.65%
March 31, 2021 16.65%
February 28, 2021 16.65%
January 31, 2021 16.65%
December 31, 2020 16.65%
November 30, 2020 16.65%
October 31, 2020 16.65%
September 30, 2020 16.65%
August 31, 2020 16.65%
July 31, 2020 16.65%
June 30, 2020 16.65%
May 31, 2020 16.65%
April 30, 2020 16.65%
March 31, 2020 16.65%
February 29, 2020 14.88%
January 31, 2020 14.79%
December 31, 2019 14.19%
Date Value
November 30, 2019 14.19%
October 31, 2019 14.19%
September 30, 2019 12.77%
August 31, 2019 12.29%
July 31, 2019 12.29%
June 30, 2019 12.29%
May 31, 2019 12.29%
April 30, 2019 12.29%
March 31, 2019 12.29%
February 28, 2019 12.29%
January 31, 2019 12.29%
December 31, 2018 12.08%
November 30, 2018 11.67%
October 31, 2018 9.44%
September 30, 2018 6.77%
August 31, 2018 6.77%
July 31, 2018 6.77%
June 30, 2018 6.77%
May 31, 2018 6.77%
April 30, 2018 6.77%
March 31, 2018 6.77%
February 28, 2018 6.77%
January 31, 2018 6.77%
December 31, 2017 6.77%
November 30, 2017 6.77%

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

5.93%
Minimum
Jan 2017
16.65%
Maximum
Mar 2020
12.00%
Average
12.29%
Median
Jan 2019