Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
November 30, 2021 41.89%
October 31, 2021 41.89%
September 30, 2021 41.89%
August 31, 2021 41.89%
July 31, 2021 41.89%
June 30, 2021 41.89%
May 31, 2021 41.89%
April 30, 2021 41.89%
March 31, 2021 41.89%
February 28, 2021 41.89%
January 31, 2021 41.89%
December 31, 2020 41.89%
November 30, 2020 41.89%
October 31, 2020 41.89%
September 30, 2020 41.89%
August 31, 2020 41.89%
July 31, 2020 41.89%
June 30, 2020 41.89%
May 31, 2020 41.89%
April 30, 2020 41.89%
March 31, 2020 41.89%
February 29, 2020 26.94%
January 31, 2020 26.94%
December 31, 2019 26.94%
November 30, 2019 26.94%
Date Value
October 31, 2019 26.94%
September 30, 2019 26.94%
August 31, 2019 26.94%
July 31, 2019 26.94%
June 30, 2019 26.94%
May 31, 2019 26.94%
April 30, 2019 26.94%
March 31, 2019 26.94%
February 28, 2019 26.94%
January 31, 2019 26.94%
December 31, 2018 26.94%
November 30, 2018 25.88%
October 31, 2018 25.88%
September 30, 2018 25.88%
August 31, 2018 25.88%
July 31, 2018 25.88%
June 30, 2018 25.88%
May 31, 2018 25.88%
April 30, 2018 25.88%
March 31, 2018 25.88%
February 28, 2018 25.88%
January 31, 2018 25.88%
December 31, 2017 25.88%
November 30, 2017 25.88%
October 31, 2017 25.88%

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

25.88%
Minimum
Dec 2016
41.89%
Maximum
Mar 2020
31.75%
Average
26.94%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics