Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
October 31, 2021 45.58%
September 30, 2021 45.58%
August 31, 2021 45.58%
July 31, 2021 45.58%
June 30, 2021 45.58%
May 31, 2021 45.58%
April 30, 2021 45.58%
March 31, 2021 45.58%
February 28, 2021 45.58%
January 31, 2021 45.58%
December 31, 2020 45.58%
November 30, 2020 45.58%
October 31, 2020 45.58%
September 30, 2020 45.58%
August 31, 2020 45.58%
July 31, 2020 45.58%
June 30, 2020 45.58%
May 31, 2020 45.58%
April 30, 2020 45.58%
March 31, 2020 45.58%
February 29, 2020 31.71%
January 31, 2020 31.71%
December 31, 2019 31.71%
November 30, 2019 31.71%
October 31, 2019 31.71%
Date Value
September 30, 2019 31.71%
August 31, 2019 31.71%
July 31, 2019 31.71%
June 30, 2019 31.71%
May 31, 2019 31.71%
April 30, 2019 31.71%
March 31, 2019 31.71%
February 28, 2019 31.71%
January 31, 2019 31.71%
December 31, 2018 31.71%
November 30, 2018 31.71%
October 31, 2018 31.71%
September 30, 2018 31.71%
August 31, 2018 31.71%
July 31, 2018 31.71%
June 30, 2018 31.71%
May 31, 2018 31.71%
April 30, 2018 31.71%
March 31, 2018 31.71%
February 28, 2018 31.71%
January 31, 2018 31.71%
December 31, 2017 31.71%
November 30, 2017 31.71%
October 31, 2017 31.71%
September 30, 2017 31.71%

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

31.71%
Minimum
Nov 2016
45.58%
Maximum
Mar 2020
36.34%
Average
31.71%
Median
Nov 2016