Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
December 31, 2021 32.24%
November 30, 2021 32.24%
October 31, 2021 32.24%
September 30, 2021 32.24%
August 31, 2021 32.24%
July 31, 2021 32.24%
June 30, 2021 32.24%
May 31, 2021 32.24%
April 30, 2021 32.24%
March 31, 2021 32.24%
February 28, 2021 32.24%
January 31, 2021 32.24%
December 31, 2020 32.24%
November 30, 2020 32.24%
October 31, 2020 32.24%
September 30, 2020 32.24%
August 31, 2020 32.24%
July 31, 2020 32.24%
June 30, 2020 32.24%
May 31, 2020 32.24%
April 30, 2020 32.24%
March 31, 2020 32.24%
February 29, 2020 29.72%
January 31, 2020 29.72%
December 31, 2019 29.72%
Date Value
November 30, 2019 29.72%
October 31, 2019 29.72%
September 30, 2019 29.72%
August 31, 2019 29.72%
July 31, 2019 29.72%
June 30, 2019 29.72%
May 31, 2019 29.72%
April 30, 2019 29.72%
March 31, 2019 29.72%
February 28, 2019 29.72%
January 31, 2019 29.72%
December 31, 2018 29.72%
November 30, 2018 28.90%
October 31, 2018 28.90%
September 30, 2018 28.90%
August 31, 2018 28.90%
July 31, 2018 28.90%
June 30, 2018 28.90%
May 31, 2018 28.90%
April 30, 2018 28.90%
March 31, 2018 28.90%
February 28, 2018 28.90%
January 31, 2018 28.90%
December 31, 2017 28.90%
November 30, 2017 28.90%

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

28.90%
Minimum
Jan 2017
32.24%
Maximum
Mar 2020
30.33%
Average
29.72%
Median
Dec 2018