Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
November 30, 2021 32.19%
October 31, 2021 32.19%
September 30, 2021 32.19%
August 31, 2021 32.19%
July 31, 2021 32.19%
June 30, 2021 32.19%
May 31, 2021 32.19%
April 30, 2021 32.19%
March 31, 2021 32.19%
February 28, 2021 32.19%
January 31, 2021 32.19%
December 31, 2020 32.19%
November 30, 2020 32.19%
October 31, 2020 32.19%
September 30, 2020 32.19%
August 31, 2020 32.19%
July 31, 2020 32.19%
June 30, 2020 32.19%
May 31, 2020 32.19%
April 30, 2020 32.19%
March 31, 2020 32.19%
February 29, 2020 26.11%
January 31, 2020 26.11%
December 31, 2019 26.11%
November 30, 2019 26.11%
Date Value
October 31, 2019 26.11%
September 30, 2019 26.11%
August 31, 2019 26.11%
July 31, 2019 26.11%
June 30, 2019 26.11%
May 31, 2019 26.11%
April 30, 2019 26.11%
March 31, 2019 26.11%
February 28, 2019 26.11%
January 31, 2019 26.11%
December 31, 2018 26.11%
November 30, 2018 20.46%
October 31, 2018 20.46%
September 30, 2018 20.46%
August 31, 2018 20.46%
July 31, 2018 20.46%
June 30, 2018 20.46%
May 31, 2018 20.46%
April 30, 2018 20.46%
March 31, 2018 20.46%
February 28, 2018 20.46%
January 31, 2018 20.46%
December 31, 2017 20.46%
November 30, 2017 20.46%
October 31, 2017 20.46%

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

20.46%
Minimum
Dec 2016
32.19%
Maximum
Mar 2020
25.98%
Average
26.11%
Median
Dec 2018