Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1987. Upgrade now.
Date Value
December 31, 2020 46.51%
November 30, 2020 46.51%
October 31, 2020 46.51%
September 30, 2020 46.51%
August 31, 2020 46.51%
July 31, 2020 46.51%
June 30, 2020 46.51%
May 31, 2020 46.51%
April 30, 2020 46.51%
March 31, 2020 46.51%
February 29, 2020 26.40%
January 31, 2020 26.40%
December 31, 2019 26.40%
November 30, 2019 26.40%
October 31, 2019 26.40%
September 30, 2019 26.40%
August 31, 2019 26.40%
July 31, 2019 26.40%
June 30, 2019 26.40%
May 31, 2019 26.40%
April 30, 2019 26.40%
March 31, 2019 26.40%
February 28, 2019 26.40%
January 31, 2019 26.40%
December 31, 2018 26.40%
Date Value
November 30, 2018 22.16%
October 31, 2018 22.16%
September 30, 2018 22.16%
August 31, 2018 22.16%
July 31, 2018 22.16%
June 30, 2018 22.16%
May 31, 2018 22.16%
April 30, 2018 22.16%
March 31, 2018 22.16%
February 28, 2018 22.16%
January 31, 2018 22.16%
December 31, 2017 22.16%
November 30, 2017 22.16%
October 31, 2017 22.16%
September 30, 2017 22.16%
August 31, 2017 22.16%
July 31, 2017 22.16%
June 30, 2017 22.16%
May 31, 2017 22.16%
April 30, 2017 22.16%
March 31, 2017 22.16%
February 28, 2017 22.16%
January 31, 2017 22.16%
December 31, 2016 22.16%
November 30, 2016 22.16%

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

22.16%
Minimum
Aug 2016
46.51%
Maximum
Mar 2020
27.75%
Average
26.19%
Median
Jan 2016