Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
December 31, 2021 37.29%
November 30, 2021 37.29%
October 31, 2021 37.29%
September 30, 2021 37.29%
August 31, 2021 37.29%
July 31, 2021 37.29%
June 30, 2021 37.29%
May 31, 2021 37.29%
April 30, 2021 37.29%
March 31, 2021 37.29%
February 28, 2021 37.29%
January 31, 2021 37.29%
December 31, 2020 37.29%
November 30, 2020 37.29%
October 31, 2020 37.29%
September 30, 2020 37.29%
August 31, 2020 37.29%
July 31, 2020 37.29%
June 30, 2020 37.29%
May 31, 2020 37.29%
April 30, 2020 37.29%
March 31, 2020 37.29%
February 29, 2020 20.16%
January 31, 2020 20.16%
December 31, 2019 20.16%
Date Value
November 30, 2019 20.16%
October 31, 2019 20.16%
September 30, 2019 20.16%
August 31, 2019 20.16%
July 31, 2019 20.16%
June 30, 2019 20.16%
May 31, 2019 20.16%
April 30, 2019 20.16%
March 31, 2019 20.16%
February 28, 2019 20.16%
January 31, 2019 20.16%
December 31, 2018 20.16%
November 30, 2018 20.11%
October 31, 2018 20.11%
September 30, 2018 20.11%
August 31, 2018 20.11%
July 31, 2018 20.11%
June 30, 2018 20.11%
May 31, 2018 20.11%
April 30, 2018 20.11%
March 31, 2018 20.11%
February 28, 2018 20.11%
January 31, 2018 20.11%
December 31, 2017 20.11%
November 30, 2017 20.11%

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

20.11%
Minimum
Jan 2017
37.29%
Maximum
Mar 2020
26.42%
Average
20.16%
Median
Dec 2018