Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
October 31, 2021 35.01%
September 30, 2021 35.01%
August 31, 2021 35.01%
July 31, 2021 35.01%
June 30, 2021 35.01%
May 31, 2021 35.01%
April 30, 2021 35.01%
March 31, 2021 35.01%
February 28, 2021 35.01%
January 31, 2021 35.01%
December 31, 2020 35.01%
November 30, 2020 35.01%
October 31, 2020 35.01%
September 30, 2020 35.01%
August 31, 2020 35.01%
July 31, 2020 35.01%
June 30, 2020 35.01%
May 31, 2020 35.01%
April 30, 2020 35.01%
March 31, 2020 35.01%
February 29, 2020 17.60%
January 31, 2020 17.60%
December 31, 2019 17.60%
November 30, 2019 17.60%
October 31, 2019 17.60%
Date Value
September 30, 2019 17.60%
August 31, 2019 17.60%
July 31, 2019 17.60%
June 30, 2019 17.60%
May 31, 2019 17.60%
April 30, 2019 17.60%
March 31, 2019 17.60%
February 28, 2019 17.60%
January 31, 2019 17.60%
December 31, 2018 17.60%
November 30, 2018 13.18%
October 31, 2018 13.18%
September 30, 2018 13.18%
August 31, 2018 13.18%
July 31, 2018 13.18%
June 30, 2018 13.18%
May 31, 2018 13.18%
April 30, 2018 13.18%
March 31, 2018 13.18%
February 28, 2018 13.18%
January 31, 2018 13.18%
December 31, 2017 13.18%
November 30, 2017 13.18%
October 31, 2017 13.18%
September 30, 2017 13.18%

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

13.18%
Minimum
Nov 2016
35.01%
Maximum
Mar 2020
21.56%
Average
17.60%
Median
Dec 2018