Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
November 30, 2021 42.85%
October 31, 2021 42.85%
September 30, 2021 42.85%
August 31, 2021 42.85%
July 31, 2021 42.85%
June 30, 2021 42.85%
May 31, 2021 42.85%
April 30, 2021 42.85%
March 31, 2021 42.85%
February 28, 2021 42.85%
January 31, 2021 42.85%
December 31, 2020 42.85%
November 30, 2020 42.85%
October 31, 2020 42.85%
September 30, 2020 42.85%
August 31, 2020 42.85%
July 31, 2020 42.85%
June 30, 2020 42.85%
May 31, 2020 42.85%
April 30, 2020 42.85%
March 31, 2020 42.85%
February 29, 2020 27.21%
January 31, 2020 27.21%
December 31, 2019 27.21%
November 30, 2019 27.21%
Date Value
October 31, 2019 27.21%
September 30, 2019 27.21%
August 31, 2019 27.21%
July 31, 2019 27.21%
June 30, 2019 27.21%
May 31, 2019 27.21%
April 30, 2019 27.21%
March 31, 2019 27.21%
February 28, 2019 27.21%
January 31, 2019 27.21%
December 31, 2018 27.21%
November 30, 2018 26.21%
October 31, 2018 26.21%
September 30, 2018 26.21%
August 31, 2018 26.21%
July 31, 2018 26.21%
June 30, 2018 26.21%
May 31, 2018 26.21%
April 30, 2018 26.21%
March 31, 2018 26.21%
February 28, 2018 26.21%
January 31, 2018 26.21%
December 31, 2017 26.21%
November 30, 2017 26.21%
October 31, 2017 26.21%

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

26.21%
Minimum
Dec 2016
42.85%
Maximum
Mar 2020
32.28%
Average
27.21%
Median
Dec 2018