Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
December 31, 2021 58.91%
November 30, 2021 58.91%
October 31, 2021 58.91%
September 30, 2021 58.91%
August 31, 2021 58.91%
July 31, 2021 58.91%
June 30, 2021 58.91%
May 31, 2021 58.91%
April 30, 2021 58.91%
March 31, 2021 58.91%
February 28, 2021 58.91%
January 31, 2021 58.91%
December 31, 2020 58.91%
November 30, 2020 58.91%
October 31, 2020 58.91%
September 30, 2020 58.91%
August 31, 2020 58.91%
July 31, 2020 58.91%
June 30, 2020 58.91%
May 31, 2020 58.91%
April 30, 2020 58.91%
March 31, 2020 58.91%
February 29, 2020 34.40%
January 31, 2020 34.40%
December 31, 2019 34.40%
Date Value
November 30, 2019 34.40%
October 31, 2019 34.40%
September 30, 2019 34.40%
August 31, 2019 34.40%
July 31, 2019 34.40%
June 30, 2019 34.40%
May 31, 2019 34.40%
April 30, 2019 34.40%
March 31, 2019 34.40%
February 28, 2019 34.40%
January 31, 2019 34.40%
December 31, 2018 34.40%
November 30, 2018 26.57%
October 31, 2018 26.57%
September 30, 2018 26.57%
August 31, 2018 26.57%
July 31, 2018 26.57%
June 30, 2018 26.57%
May 31, 2018 26.57%
April 30, 2018 26.57%
March 31, 2018 26.57%
February 28, 2018 26.57%
January 31, 2018 26.57%
December 31, 2017 26.57%
November 30, 2017 26.57%

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

26.57%
Minimum
Jan 2017
58.91%
Maximum
Mar 2020
40.38%
Average
34.40%
Median
Dec 2018