Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1987. Upgrade now.
Date Value
October 31, 2021 39.97%
September 30, 2021 39.97%
August 31, 2021 39.97%
July 31, 2021 39.97%
June 30, 2021 39.97%
May 31, 2021 39.97%
April 30, 2021 39.97%
March 31, 2021 39.97%
February 28, 2021 39.97%
January 31, 2021 39.97%
December 31, 2020 39.97%
November 30, 2020 39.97%
October 31, 2020 39.97%
September 30, 2020 39.97%
August 31, 2020 39.97%
July 31, 2020 39.97%
June 30, 2020 39.97%
May 31, 2020 39.97%
April 30, 2020 39.97%
March 31, 2020 39.97%
February 29, 2020 36.61%
January 31, 2020 36.61%
December 31, 2019 36.61%
November 30, 2019 36.61%
October 31, 2019 36.61%
Date Value
September 30, 2019 36.61%
August 31, 2019 36.61%
July 31, 2019 36.61%
June 30, 2019 36.61%
May 31, 2019 36.61%
April 30, 2019 36.61%
March 31, 2019 36.61%
February 28, 2019 36.61%
January 31, 2019 36.61%
December 31, 2018 36.61%
November 30, 2018 36.61%
October 31, 2018 36.61%
September 30, 2018 36.61%
August 31, 2018 36.61%
July 31, 2018 36.61%
June 30, 2018 36.61%
May 31, 2018 36.61%
April 30, 2018 36.61%
March 31, 2018 36.61%
February 28, 2018 36.61%
January 31, 2018 36.61%
December 31, 2017 36.61%
November 30, 2017 36.61%
October 31, 2017 36.61%
September 30, 2017 36.61%

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

36.61%
Minimum
Nov 2016
39.97%
Maximum
Mar 2020
37.73%
Average
36.61%
Median
Nov 2016