Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
November 30, 2020 46.65%
October 31, 2020 46.65%
September 30, 2020 46.65%
August 31, 2020 46.65%
July 31, 2020 46.65%
June 30, 2020 46.65%
May 31, 2020 46.65%
April 30, 2020 46.65%
March 31, 2020 46.65%
February 29, 2020 20.44%
January 31, 2020 20.44%
December 31, 2019 20.44%
November 30, 2019 20.44%
October 31, 2019 20.44%
September 30, 2019 20.44%
August 31, 2019 20.44%
July 31, 2019 20.44%
June 30, 2019 20.44%
May 31, 2019 20.44%
April 30, 2019 20.44%
March 31, 2019 20.44%
February 28, 2019 20.44%
January 31, 2019 20.44%
December 31, 2018 20.44%
November 30, 2018 20.44%
Date Value
October 31, 2018 20.44%
September 30, 2018 20.44%
August 31, 2018 20.44%
July 31, 2018 20.44%
June 30, 2018 20.44%
May 31, 2018 20.44%
April 30, 2018 20.44%
March 31, 2018 20.44%
February 28, 2018 20.44%
January 31, 2018 20.44%
December 31, 2017 20.44%
November 30, 2017 20.44%
October 31, 2017 20.44%
September 30, 2017 20.44%
August 31, 2017 20.44%
July 31, 2017 20.44%
June 30, 2017 20.44%
May 31, 2017 20.44%
April 30, 2017 20.44%
March 31, 2017 20.44%
February 28, 2017 20.44%
January 31, 2017 20.44%
December 31, 2016 20.44%
November 30, 2016 20.44%
October 31, 2016 18.69%

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

18.69%
Minimum
Dec 2015
46.65%
Maximum
Mar 2020
24.05%
Average
20.44%
Median
Nov 2016