Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 40.60%
November 30, 2021 40.60%
October 31, 2021 40.60%
September 30, 2021 40.60%
August 31, 2021 40.60%
July 31, 2021 40.60%
June 30, 2021 40.60%
May 31, 2021 40.60%
April 30, 2021 40.60%
March 31, 2021 40.60%
February 28, 2021 40.60%
January 31, 2021 40.60%
December 31, 2020 40.60%
November 30, 2020 40.60%
October 31, 2020 40.60%
September 30, 2020 40.60%
August 31, 2020 40.60%
July 31, 2020 40.60%
June 30, 2020 40.60%
May 31, 2020 40.60%
April 30, 2020 40.60%
March 31, 2020 40.60%
February 29, 2020 21.94%
January 31, 2020 21.94%
December 31, 2019 21.94%
Date Value
November 30, 2019 21.94%
October 31, 2019 21.94%
September 30, 2019 21.94%
August 31, 2019 21.94%
July 31, 2019 21.94%
June 30, 2019 21.94%
May 31, 2019 21.94%
April 30, 2019 21.94%
March 31, 2019 21.94%
February 28, 2019 21.94%
January 31, 2019 21.94%
December 31, 2018 21.94%
November 30, 2018 19.07%
October 31, 2018 19.07%
September 30, 2018 19.07%
August 31, 2018 19.07%
July 31, 2018 19.07%
June 30, 2018 19.07%
May 31, 2018 19.07%
April 30, 2018 19.07%
March 31, 2018 19.07%
February 28, 2018 19.07%
January 31, 2018 19.07%
December 31, 2017 19.07%
November 30, 2017 19.07%

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).

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Max Drawdown (5Y) Range, Past 5 Years

19.07%
Minimum
Jan 2017
40.60%
Maximum
Mar 2020
27.68%
Average
21.94%
Median
Dec 2018