Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
December 31, 2021 74.83%
November 30, 2021 74.83%
October 31, 2021 74.83%
September 30, 2021 74.83%
August 31, 2021 74.83%
July 31, 2021 74.83%
June 30, 2021 74.83%
May 31, 2021 74.83%
April 30, 2021 74.83%
March 31, 2021 74.83%
February 28, 2021 74.83%
January 31, 2021 74.83%
December 31, 2020 74.83%
November 30, 2020 74.83%
October 31, 2020 74.83%
September 30, 2020 74.83%
August 31, 2020 74.83%
July 31, 2020 74.83%
June 30, 2020 74.83%
May 31, 2020 74.83%
April 30, 2020 74.83%
March 31, 2020 74.83%
February 29, 2020 59.58%
January 31, 2020 59.58%
December 31, 2019 59.58%
Date Value
November 30, 2019 59.58%
October 31, 2019 59.58%
September 30, 2019 59.58%
August 31, 2019 59.58%
July 31, 2019 59.58%
June 30, 2019 59.58%
May 31, 2019 59.58%
April 30, 2019 59.58%
March 31, 2019 59.58%
February 28, 2019 60.54%
January 31, 2019 60.86%
December 31, 2018 66.24%
November 30, 2018 69.58%
October 31, 2018 69.78%
September 30, 2018 69.81%
August 31, 2018 71.73%
July 31, 2018 72.71%
June 30, 2018 75.82%
May 31, 2018 75.82%
April 30, 2018 75.82%
March 31, 2018 75.82%
February 28, 2018 75.82%
January 31, 2018 75.82%
December 31, 2017 75.82%
November 30, 2017 75.82%

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

59.58%
Minimum
Mar 2019
75.82%
Maximum
Jan 2017
71.12%
Average
74.83%
Median
Mar 2020