Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
December 31, 2021 30.80%
November 30, 2021 30.80%
October 31, 2021 30.80%
September 30, 2021 30.80%
August 31, 2021 30.80%
July 31, 2021 30.80%
June 30, 2021 30.80%
May 31, 2021 30.80%
April 30, 2021 30.80%
March 31, 2021 30.80%
February 28, 2021 30.80%
January 31, 2021 30.80%
December 31, 2020 30.80%
November 30, 2020 30.80%
October 31, 2020 30.80%
September 30, 2020 30.80%
August 31, 2020 30.80%
July 31, 2020 30.80%
June 30, 2020 30.80%
May 31, 2020 30.80%
April 30, 2020 30.80%
March 31, 2020 30.80%
February 29, 2020 22.12%
January 31, 2020 22.12%
December 31, 2019 22.12%
Date Value
November 30, 2019 22.12%
October 31, 2019 22.12%
September 30, 2019 22.12%
August 31, 2019 22.12%
July 31, 2019 22.12%
June 30, 2019 22.12%
May 31, 2019 22.12%
April 30, 2019 22.12%
March 31, 2019 22.12%
February 28, 2019 22.12%
January 31, 2019 22.12%
December 31, 2018 22.12%
November 30, 2018 22.12%
October 31, 2018 22.12%
September 30, 2018 22.12%
August 31, 2018 22.12%
July 31, 2018 22.12%
June 30, 2018 22.12%
May 31, 2018 22.12%
April 30, 2018 22.12%
March 31, 2018 22.12%
February 28, 2018 20.67%
January 31, 2018 20.67%
December 31, 2017 20.67%
November 30, 2017 20.67%

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

20.67%
Minimum
Jan 2017
30.80%
Maximum
Mar 2020
24.96%
Average
22.12%
Median
Mar 2018