Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
October 31, 2021 45.23%
September 30, 2021 45.23%
August 31, 2021 45.23%
July 31, 2021 45.23%
June 30, 2021 45.23%
May 31, 2021 45.23%
April 30, 2021 45.23%
March 31, 2021 45.23%
February 28, 2021 45.23%
January 31, 2021 45.23%
December 31, 2020 45.23%
November 30, 2020 45.23%
October 31, 2020 45.23%
September 30, 2020 45.23%
August 31, 2020 45.23%
July 31, 2020 45.23%
June 30, 2020 45.23%
May 31, 2020 45.23%
April 30, 2020 45.23%
March 31, 2020 45.23%
February 29, 2020 17.28%
January 31, 2020 17.28%
December 31, 2019 17.28%
November 30, 2019 17.28%
October 31, 2019 17.28%
Date Value
September 30, 2019 17.28%
August 31, 2019 17.28%
July 31, 2019 17.28%
June 30, 2019 17.28%
May 31, 2019 17.28%
April 30, 2019 17.28%
March 31, 2019 17.28%
February 28, 2019 17.28%
January 31, 2019 17.28%
December 31, 2018 17.28%
November 30, 2018 17.28%
October 31, 2018 17.28%
September 30, 2018 17.28%
August 31, 2018 17.28%
July 31, 2018 17.28%
June 30, 2018 17.28%
May 31, 2018 17.72%
April 30, 2018 17.72%
March 31, 2018 17.72%
February 28, 2018 17.72%
January 31, 2018 17.72%
December 31, 2017 17.72%
November 30, 2017 17.72%
October 31, 2017 17.72%
September 30, 2017 17.72%

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

17.28%
Minimum
Jun 2018
45.23%
Maximum
Mar 2020
26.73%
Average
17.72%
Median
Nov 2016

Max Drawdown (5Y) Related Metrics