Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
December 31, 2021 63.21%
November 30, 2021 63.21%
October 31, 2021 63.21%
September 30, 2021 63.21%
August 31, 2021 63.21%
July 31, 2021 63.21%
June 30, 2021 63.21%
May 31, 2021 63.21%
April 30, 2021 63.21%
March 31, 2021 63.21%
February 28, 2021 63.21%
January 31, 2021 63.21%
December 31, 2020 63.21%
November 30, 2020 63.21%
October 31, 2020 63.21%
September 30, 2020 63.21%
August 31, 2020 63.21%
July 31, 2020 63.21%
June 30, 2020 63.21%
May 31, 2020 63.21%
April 30, 2020 63.21%
March 31, 2020 63.21%
February 29, 2020 33.49%
January 31, 2020 31.44%
December 31, 2019 31.44%
Date Value
November 30, 2019 31.44%
October 31, 2019 31.44%
September 30, 2019 31.44%
August 31, 2019 31.44%
July 31, 2019 31.25%
June 30, 2019 31.25%
May 31, 2019 31.25%
April 30, 2019 31.25%
March 31, 2019 31.25%
February 28, 2019 31.25%
January 31, 2019 31.25%
December 31, 2018 31.25%
November 30, 2018 30.84%
October 31, 2018 30.84%
September 30, 2018 30.84%
August 31, 2018 30.84%
July 31, 2018 30.84%
June 30, 2018 30.84%
May 31, 2018 30.84%
April 30, 2018 30.84%
March 31, 2018 30.84%
February 28, 2018 30.84%
January 31, 2018 30.84%
December 31, 2017 30.84%
November 30, 2017 30.84%

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

30.84%
Minimum
Jan 2017
63.21%
Maximum
Mar 2020
42.87%
Average
31.25%
Median
Dec 2018