Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
November 30, 2022 47.89%
October 31, 2022 47.89%
September 30, 2022 47.89%
August 31, 2022 47.89%
July 31, 2022 47.89%
June 30, 2022 47.89%
May 31, 2022 47.89%
April 30, 2022 47.89%
March 31, 2022 47.89%
February 28, 2022 47.89%
January 31, 2022 47.89%
December 31, 2021 47.89%
November 30, 2021 47.89%
October 31, 2021 47.89%
September 30, 2021 47.89%
August 31, 2021 47.89%
July 31, 2021 47.89%
June 30, 2021 47.89%
May 31, 2021 47.89%
April 30, 2021 47.89%
March 31, 2021 47.89%
February 28, 2021 47.89%
January 31, 2021 47.89%
December 31, 2020 47.89%
November 30, 2020 47.89%
Date Value
October 31, 2020 47.89%
September 30, 2020 47.89%
August 31, 2020 47.89%
July 31, 2020 47.89%
June 30, 2020 47.89%
May 31, 2020 47.89%
April 30, 2020 47.89%
March 31, 2020 47.89%
February 29, 2020 27.66%
January 31, 2020 27.66%
December 31, 2019 27.66%
November 30, 2019 27.66%
October 31, 2019 27.66%
September 30, 2019 27.66%
August 31, 2019 27.66%
July 31, 2019 27.66%
June 30, 2019 27.66%
May 31, 2019 27.66%
April 30, 2019 27.66%
March 31, 2019 27.66%
February 28, 2019 27.66%
January 31, 2019 27.66%
December 31, 2018 27.66%
November 30, 2018 27.64%
October 31, 2018 27.64%

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

27.64%
Minimum
Dec 2017
47.89%
Maximum
Mar 2020
38.78%
Average
47.89%
Median
Mar 2020