Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.88%
November 30, 2021 31.88%
October 31, 2021 31.88%
September 30, 2021 31.88%
August 31, 2021 31.88%
July 31, 2021 31.88%
June 30, 2021 31.88%
May 31, 2021 31.88%
April 30, 2021 31.88%
March 31, 2021 31.88%
February 28, 2021 31.88%
January 31, 2021 31.88%
December 31, 2020 31.88%
November 30, 2020 31.88%
October 31, 2020 31.88%
September 30, 2020 31.88%
August 31, 2020 31.88%
July 31, 2020 31.88%
June 30, 2020 31.88%
May 31, 2020 31.88%
April 30, 2020 31.88%
March 31, 2020 31.88%
February 29, 2020 23.02%
January 31, 2020 23.02%
December 31, 2019 23.02%
Date Value
November 30, 2019 23.02%
October 31, 2019 23.02%
September 30, 2019 23.02%
August 31, 2019 23.02%
July 31, 2019 23.02%
June 30, 2019 23.02%
May 31, 2019 23.02%
April 30, 2019 23.02%
March 31, 2019 23.02%
February 28, 2019 23.02%
January 31, 2019 23.02%
December 31, 2018 23.02%
November 30, 2018 17.16%
October 31, 2018 17.16%
September 30, 2018 17.16%
August 31, 2018 17.16%
July 31, 2018 17.16%
June 30, 2018 17.16%
May 31, 2018 17.16%
April 30, 2018 17.16%
March 31, 2018 17.16%
February 28, 2018 17.16%
January 31, 2018 17.16%
December 31, 2017 17.16%
November 30, 2017 17.16%

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

17.16%
Minimum
Jan 2017
31.88%
Maximum
Mar 2020
24.03%
Average
23.02%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics