Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
December 31, 2021 29.34%
November 30, 2021 29.34%
October 31, 2021 29.34%
September 30, 2021 29.34%
August 31, 2021 29.34%
July 31, 2021 29.34%
June 30, 2021 29.34%
May 31, 2021 29.34%
April 30, 2021 29.34%
March 31, 2021 29.34%
February 28, 2021 29.34%
January 31, 2021 29.34%
December 31, 2020 29.34%
November 30, 2020 29.34%
October 31, 2020 29.34%
September 30, 2020 29.34%
August 31, 2020 29.34%
July 31, 2020 29.34%
June 30, 2020 29.34%
May 31, 2020 29.34%
April 30, 2020 29.34%
March 31, 2020 29.34%
February 29, 2020 20.39%
January 31, 2020 20.39%
December 31, 2019 20.39%
Date Value
November 30, 2019 20.39%
October 31, 2019 20.39%
September 30, 2019 20.39%
August 31, 2019 20.39%
July 31, 2019 20.39%
June 30, 2019 20.39%
May 31, 2019 20.39%
April 30, 2019 20.39%
March 31, 2019 20.39%
February 28, 2019 20.39%
January 31, 2019 20.39%
December 31, 2018 20.39%
November 30, 2018 18.24%
October 31, 2018 18.24%
September 30, 2018 18.24%
August 31, 2018 18.24%
July 31, 2018 18.24%
June 30, 2018 18.24%
May 31, 2018 18.24%
April 30, 2018 18.24%
March 31, 2018 18.24%
February 28, 2018 18.24%
January 31, 2018 18.24%
December 31, 2017 18.24%
November 30, 2017 18.24%

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

18.24%
Minimum
Apr 2017
29.34%
Maximum
Mar 2020
22.85%
Average
20.39%
Median
Dec 2018