Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
December 31, 2021 37.17%
November 30, 2021 37.17%
October 31, 2021 37.17%
September 30, 2021 37.17%
August 31, 2021 37.17%
July 31, 2021 37.17%
June 30, 2021 37.17%
May 31, 2021 37.17%
April 30, 2021 37.17%
March 31, 2021 37.17%
February 28, 2021 37.17%
January 31, 2021 37.17%
December 31, 2020 37.17%
November 30, 2020 37.17%
October 31, 2020 37.17%
September 30, 2020 37.17%
August 31, 2020 37.17%
July 31, 2020 37.17%
June 30, 2020 37.17%
May 31, 2020 37.17%
April 30, 2020 37.17%
March 31, 2020 37.17%
February 29, 2020 28.37%
January 31, 2020 28.37%
December 31, 2019 28.37%
Date Value
November 30, 2019 28.37%
October 31, 2019 28.37%
September 30, 2019 28.37%
August 31, 2019 28.37%
July 31, 2019 28.37%
June 30, 2019 28.37%
May 31, 2019 28.37%
April 30, 2019 28.37%
March 31, 2019 28.37%
February 28, 2019 28.37%
January 31, 2019 28.37%
December 31, 2018 28.37%
November 30, 2018 28.37%
October 31, 2018 28.37%
September 30, 2018 28.37%
August 31, 2018 28.37%
July 31, 2018 28.37%
June 30, 2018 28.37%
May 31, 2018 28.37%
April 30, 2018 28.37%
March 31, 2018 28.37%
February 28, 2018 28.37%
January 31, 2018 28.37%
December 31, 2017 28.37%
November 30, 2017 28.37%

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

28.37%
Minimum
Jan 2017
37.17%
Maximum
Mar 2020
31.60%
Average
28.37%
Median
Jan 2017