Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
November 30, 2020 39.35%
October 31, 2020 39.35%
September 30, 2020 39.35%
August 31, 2020 39.35%
July 31, 2020 39.35%
June 30, 2020 39.35%
May 31, 2020 39.35%
April 30, 2020 39.35%
March 31, 2020 39.35%
February 29, 2020 39.35%
January 31, 2020 39.35%
December 31, 2019 39.35%
November 30, 2019 39.35%
October 31, 2019 39.35%
September 30, 2019 39.35%
August 31, 2019 39.35%
July 31, 2019 39.35%
June 30, 2019 39.35%
May 31, 2019 39.35%
April 30, 2019 39.35%
March 31, 2019 39.35%
February 28, 2019 39.35%
January 31, 2019 39.35%
December 31, 2018 39.35%
November 30, 2018 39.35%
Date Value
October 31, 2018 39.35%
September 30, 2018 39.35%
August 31, 2018 39.35%
July 31, 2018 39.35%
June 30, 2018 39.35%
May 31, 2018 39.35%
April 30, 2018 39.35%
March 31, 2018 39.35%
February 28, 2018 39.35%
January 31, 2018 39.35%
December 31, 2017 39.35%
November 30, 2017 39.35%
October 31, 2017 39.35%
September 30, 2017 39.35%
August 31, 2017 39.35%
July 31, 2017 39.35%
June 30, 2017 39.35%
May 31, 2017 39.35%
April 30, 2017 39.35%
March 31, 2017 39.35%
February 28, 2017 39.35%
January 31, 2017 39.35%
December 31, 2016 39.35%
November 30, 2016 39.35%
October 31, 2016 39.35%

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

29.53%
Minimum
Dec 2015
39.35%
Maximum
Feb 2016
39.17%
Average
39.35%
Median
Feb 2016