Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
December 31, 2021 98.36%
November 30, 2021 98.36%
October 31, 2021 98.16%
September 30, 2021 97.61%
August 31, 2021 97.30%
July 31, 2021 97.30%
June 30, 2021 97.27%
May 31, 2021 96.60%
April 30, 2021 96.16%
March 31, 2021 96.16%
February 28, 2021 95.25%
January 31, 2021 93.71%
December 31, 2020 92.58%
November 30, 2020 91.46%
October 31, 2020 88.16%
September 30, 2020 88.16%
August 31, 2020 88.16%
July 31, 2020 88.16%
June 30, 2020 88.16%
May 31, 2020 83.36%
April 30, 2020 81.31%
March 31, 2020 77.80%
February 29, 2020 77.80%
January 31, 2020 77.80%
December 31, 2019 77.80%
Date Value
November 30, 2019 77.80%
October 31, 2019 77.80%
September 30, 2019 77.80%
August 31, 2019 77.80%
July 31, 2019 77.80%
June 30, 2019 77.80%
May 31, 2019 77.80%
April 30, 2019 77.80%
March 31, 2019 77.80%
February 28, 2019 77.80%
January 31, 2019 77.80%
December 31, 2018 77.80%
November 30, 2018 77.80%
October 31, 2018 83.46%
September 30, 2018 86.77%
August 31, 2018 86.96%
July 31, 2018 86.96%
June 30, 2018 89.78%
May 31, 2018 90.70%
April 30, 2018 90.88%
March 31, 2018 90.88%
February 28, 2018 90.88%
January 31, 2018 90.88%
December 31, 2017 90.88%
November 30, 2017 90.88%

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

77.80%
Minimum
Nov 2018
98.36%
Maximum
Nov 2021
87.55%
Average
90.79%
Median