Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
November 30, 2021 56.59%
October 31, 2021 56.59%
September 30, 2021 58.39%
August 31, 2021 58.39%
July 31, 2021 58.39%
June 30, 2021 58.39%
May 31, 2021 58.39%
April 30, 2021 58.39%
March 31, 2021 64.30%
February 28, 2021 64.41%
January 31, 2021 66.69%
December 31, 2020 66.69%
November 30, 2020 71.18%
October 31, 2020 72.13%
September 30, 2020 72.37%
August 31, 2020 72.37%
July 31, 2020 72.37%
June 30, 2020 72.37%
May 31, 2020 72.37%
April 30, 2020 72.37%
March 31, 2020 72.37%
February 29, 2020 72.37%
January 31, 2020 72.37%
December 31, 2019 72.37%
November 30, 2019 72.37%
Date Value
October 31, 2019 72.37%
September 30, 2019 72.37%
August 31, 2019 72.37%
July 31, 2019 72.37%
June 30, 2019 72.37%
May 31, 2019 72.37%
April 30, 2019 72.37%
March 31, 2019 72.37%
February 28, 2019 72.37%
January 31, 2019 72.37%
December 31, 2018 72.37%
November 30, 2018 72.37%
October 31, 2018 72.37%
September 30, 2018 72.37%
August 31, 2018 72.37%
July 31, 2018 72.37%
June 30, 2018 72.37%
May 31, 2018 72.37%
April 30, 2018 72.37%
March 31, 2018 72.37%
February 28, 2018 72.37%
January 31, 2018 72.37%
December 31, 2017 72.37%
November 30, 2017 72.37%
October 31, 2017 72.37%

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

56.59%
Minimum
Oct 2021
72.37%
Maximum
Dec 2016
69.96%
Average
72.37%
Median
Dec 2016