Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 40.25%
September 30, 2021 40.25%
August 31, 2021 40.25%
July 31, 2021 40.25%
June 30, 2021 40.25%
May 31, 2021 40.25%
April 30, 2021 40.25%
March 31, 2021 40.25%
February 28, 2021 40.25%
January 31, 2021 40.25%
December 31, 2020 40.25%
November 30, 2020 40.25%
October 31, 2020 40.25%
September 30, 2020 40.25%
August 31, 2020 40.25%
July 31, 2020 40.25%
June 30, 2020 40.25%
May 31, 2020 40.25%
April 30, 2020 40.25%
March 31, 2020 40.25%
February 29, 2020 20.64%
January 31, 2020 20.64%
December 31, 2019 20.64%
November 30, 2019 20.64%
October 31, 2019 20.64%
Date Value
September 30, 2019 20.64%
August 31, 2019 20.64%
July 31, 2019 20.64%
June 30, 2019 20.64%
May 31, 2019 20.64%
April 30, 2019 20.64%
March 31, 2019 20.64%
February 28, 2019 20.64%
January 31, 2019 20.64%
December 31, 2018 20.64%
November 30, 2018 15.36%
October 31, 2018 15.36%
September 30, 2018 15.36%
August 31, 2018 15.36%
July 31, 2018 15.36%
June 30, 2018 15.36%
May 31, 2018 15.36%
April 30, 2018 15.36%
March 31, 2018 15.36%
February 28, 2018 15.36%
January 31, 2018 15.36%
December 31, 2017 15.36%
November 30, 2017 15.36%
October 31, 2017 15.36%
September 30, 2017 15.36%

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

15.36%
Minimum
Nov 2016
40.25%
Maximum
Mar 2020
24.98%
Average
20.64%
Median
Dec 2018