Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1983. Upgrade now.
Date Value
December 31, 2021 30.50%
November 30, 2021 30.50%
October 31, 2021 30.50%
September 30, 2021 30.50%
August 31, 2021 30.50%
July 31, 2021 30.50%
June 30, 2021 30.50%
May 31, 2021 30.50%
April 30, 2021 30.50%
March 31, 2021 30.50%
February 28, 2021 30.50%
January 31, 2021 30.50%
December 31, 2020 30.50%
November 30, 2020 30.50%
October 31, 2020 30.50%
September 30, 2020 30.50%
August 31, 2020 30.50%
July 31, 2020 30.50%
June 30, 2020 30.50%
May 31, 2020 30.50%
April 30, 2020 30.50%
March 31, 2020 30.50%
February 29, 2020 21.19%
January 31, 2020 21.19%
December 31, 2019 21.19%
Date Value
November 30, 2019 21.19%
October 31, 2019 21.19%
September 30, 2019 21.19%
August 31, 2019 21.19%
July 31, 2019 21.19%
June 30, 2019 21.19%
May 31, 2019 21.19%
April 30, 2019 21.19%
March 31, 2019 21.19%
February 28, 2019 21.19%
January 31, 2019 21.19%
December 31, 2018 21.19%
November 30, 2018 21.19%
October 31, 2018 21.19%
September 30, 2018 21.19%
August 31, 2018 21.19%
July 31, 2018 21.19%
June 30, 2018 21.19%
May 31, 2018 21.19%
April 30, 2018 21.19%
March 31, 2018 21.19%
February 28, 2018 21.19%
January 31, 2018 21.19%
December 31, 2017 21.19%
November 30, 2017 21.19%

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

21.19%
Minimum
Jan 2017
30.50%
Maximum
Mar 2020
24.60%
Average
21.19%
Median
Jan 2017

Max Drawdown (5Y) Related Metrics