Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
October 31, 2021 25.60%
September 30, 2021 25.60%
August 31, 2021 25.60%
July 31, 2021 25.60%
June 30, 2021 25.60%
May 31, 2021 25.60%
April 30, 2021 25.60%
March 31, 2021 25.60%
February 28, 2021 25.60%
January 31, 2021 25.60%
December 31, 2020 25.60%
November 30, 2020 25.60%
October 31, 2020 25.60%
September 30, 2020 25.60%
August 31, 2020 25.60%
July 31, 2020 25.60%
June 30, 2020 25.60%
May 31, 2020 25.60%
April 30, 2020 25.60%
March 31, 2020 25.60%
February 29, 2020 21.54%
January 31, 2020 21.54%
December 31, 2019 21.54%
November 30, 2019 21.54%
October 31, 2019 21.54%
Date Value
September 30, 2019 21.54%
August 31, 2019 21.54%
July 31, 2019 21.54%
June 30, 2019 21.54%
May 31, 2019 21.54%
April 30, 2019 21.54%
March 31, 2019 21.54%
February 28, 2019 21.54%
January 31, 2019 21.54%
December 31, 2018 21.54%
November 30, 2018 21.54%
October 31, 2018 21.54%
September 30, 2018 21.54%
August 31, 2018 21.54%
July 31, 2018 21.54%
June 30, 2018 21.54%
May 31, 2018 21.54%
April 30, 2018 21.54%
March 31, 2018 21.54%
February 28, 2018 21.54%
January 31, 2018 21.54%
December 31, 2017 21.54%
November 30, 2017 21.54%
October 31, 2017 21.54%
September 30, 2017 21.54%

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

21.54%
Minimum
Dec 2016
25.60%
Maximum
Mar 2020
22.92%
Average
21.54%
Median
Dec 2016