Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
December 31, 2021 33.98%
November 30, 2021 33.98%
October 31, 2021 33.98%
September 30, 2021 33.98%
August 31, 2021 33.98%
July 31, 2021 33.98%
June 30, 2021 33.98%
May 31, 2021 33.98%
April 30, 2021 33.98%
March 31, 2021 33.98%
February 28, 2021 33.98%
January 31, 2021 33.98%
December 31, 2020 33.98%
November 30, 2020 33.98%
October 31, 2020 33.98%
September 30, 2020 33.98%
August 31, 2020 33.98%
July 31, 2020 33.98%
June 30, 2020 33.98%
May 31, 2020 33.98%
April 30, 2020 33.98%
March 31, 2020 33.98%
February 29, 2020 25.15%
January 31, 2020 25.15%
December 31, 2019 25.15%
Date Value
November 30, 2019 25.15%
October 31, 2019 25.15%
September 30, 2019 25.15%
August 31, 2019 25.15%
July 31, 2019 25.15%
June 30, 2019 25.15%
May 31, 2019 25.15%
April 30, 2019 25.15%
March 31, 2019 25.15%
February 28, 2019 25.15%
January 31, 2019 25.15%
December 31, 2018 25.15%
November 30, 2018 24.52%
October 31, 2018 24.52%
September 30, 2018 24.52%
August 31, 2018 24.52%
July 31, 2018 24.52%
June 30, 2018 24.52%
May 31, 2018 24.52%
April 30, 2018 24.52%
March 31, 2018 24.52%
February 28, 2018 24.52%
January 31, 2018 24.52%
December 31, 2017 24.52%
November 30, 2017 24.52%

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

24.52%
Minimum
Jan 2017
33.98%
Maximum
Mar 2020
28.15%
Average
25.15%
Median
Dec 2018