Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
December 31, 2021 9.15%
November 30, 2021 9.15%
October 31, 2021 9.15%
September 30, 2021 9.15%
August 31, 2021 9.15%
July 31, 2021 9.15%
June 30, 2021 9.15%
May 31, 2021 9.15%
April 30, 2021 9.15%
March 31, 2021 9.15%
February 28, 2021 9.15%
January 31, 2021 9.15%
December 31, 2020 9.15%
November 30, 2020 9.15%
October 31, 2020 9.15%
September 30, 2020 9.15%
August 31, 2020 9.15%
July 31, 2020 9.15%
June 30, 2020 9.15%
May 31, 2020 9.15%
April 30, 2020 9.15%
March 31, 2020 9.15%
February 29, 2020 3.20%
January 31, 2020 3.20%
December 31, 2019 3.20%
Date Value
November 30, 2019 3.20%
October 31, 2019 3.20%
September 30, 2019 3.20%
August 31, 2019 3.20%
July 31, 2019 3.20%
June 30, 2019 3.20%
May 31, 2019 3.20%
April 30, 2019 3.20%
March 31, 2019 3.20%
February 28, 2019 3.20%
January 31, 2019 3.20%
December 31, 2018 3.20%
November 30, 2018 3.20%
October 31, 2018 3.20%
September 30, 2018 3.20%
August 31, 2018 3.20%
July 31, 2018 3.20%
June 30, 2018 4.49%
May 31, 2018 4.49%
April 30, 2018 4.50%
March 31, 2018 4.50%
February 28, 2018 4.50%
January 31, 2018 4.50%
December 31, 2017 4.50%
November 30, 2017 4.50%

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

3.20%
Minimum
Jul 2018
9.15%
Maximum
Mar 2020
5.77%
Average
4.50%
Median
Jan 2017