Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 0.36%
October 31, 2021 0.39%
September 30, 2021 0.44%
August 31, 2021 0.45%
July 31, 2021 0.50%
June 30, 2021 0.53%
May 31, 2021 0.53%
April 30, 2021 0.57%
March 31, 2021 0.67%
February 28, 2021 0.69%
January 31, 2021 0.71%
December 31, 2020 0.71%
November 30, 2020 0.76%
October 31, 2020 0.76%
September 30, 2020 0.77%
August 31, 2020 0.77%
July 31, 2020 0.77%
June 30, 2020 0.77%
May 31, 2020 0.77%
April 30, 2020 0.77%
March 31, 2020 0.77%
February 29, 2020 0.77%
January 31, 2020 0.77%
December 31, 2019 0.77%
November 30, 2019 0.77%
Date Value
October 31, 2019 0.77%
September 30, 2019 5.02%
August 31, 2019 5.02%
July 31, 2019 5.02%
June 30, 2019 5.02%
May 31, 2019 5.02%
April 30, 2019 5.02%
March 31, 2019 5.02%
February 28, 2019 5.02%
January 31, 2019 5.02%
December 31, 2018 5.02%
November 30, 2018 5.02%
October 31, 2018 5.02%
September 30, 2018 5.02%
August 31, 2018 5.02%
July 31, 2018 5.02%
June 30, 2018 5.02%
May 31, 2018 5.02%
April 30, 2018 5.02%
March 31, 2018 5.02%
February 28, 2018 5.02%
January 31, 2018 5.02%
December 31, 2017 5.02%
November 30, 2017 5.02%
October 31, 2017 5.02%

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

0.36%
Minimum
Nov 2021
5.02%
Maximum
Dec 2016
3.13%
Average
5.02%
Median
Dec 2016