Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
November 30, 2021 36.42%
October 31, 2021 36.42%
September 30, 2021 36.42%
August 31, 2021 36.42%
July 31, 2021 36.42%
June 30, 2021 36.42%
May 31, 2021 36.42%
April 30, 2021 36.42%
March 31, 2021 36.42%
February 28, 2021 36.42%
January 31, 2021 36.42%
December 31, 2020 36.42%
November 30, 2020 36.42%
October 31, 2020 36.42%
September 30, 2020 36.42%
August 31, 2020 36.42%
July 31, 2020 36.42%
June 30, 2020 36.42%
May 31, 2020 36.42%
April 30, 2020 36.42%
March 31, 2020 36.42%
February 29, 2020 20.89%
January 31, 2020 20.89%
December 31, 2019 20.89%
November 30, 2019 20.89%
Date Value
October 31, 2019 20.89%
September 30, 2019 20.89%
August 31, 2019 20.89%
July 31, 2019 20.89%
June 30, 2019 20.89%
May 31, 2019 20.89%
April 30, 2019 20.89%
March 31, 2019 20.89%
February 28, 2019 20.89%
January 31, 2019 20.89%
December 31, 2018 20.89%
November 30, 2018 19.28%
October 31, 2018 19.28%
September 30, 2018 19.28%
August 31, 2018 19.28%
July 31, 2018 19.28%
June 30, 2018 19.28%
May 31, 2018 19.28%
April 30, 2018 19.28%
March 31, 2018 19.28%
February 28, 2018 19.28%
January 31, 2018 19.28%
December 31, 2017 19.28%
November 30, 2017 19.28%
October 31, 2017 19.28%

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

19.28%
Minimum
Dec 2016
36.42%
Maximum
Mar 2020
25.68%
Average
20.89%
Median
Dec 2018