Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
December 31, 2021 38.94%
November 30, 2021 38.94%
October 31, 2021 38.94%
September 30, 2021 38.94%
August 31, 2021 38.94%
July 31, 2021 38.94%
June 30, 2021 38.94%
May 31, 2021 38.94%
April 30, 2021 38.94%
March 31, 2021 38.94%
February 28, 2021 38.94%
January 31, 2021 38.94%
December 31, 2020 38.94%
November 30, 2020 38.94%
October 31, 2020 38.94%
September 30, 2020 38.94%
August 31, 2020 38.94%
July 31, 2020 38.94%
June 30, 2020 38.94%
May 31, 2020 38.94%
April 30, 2020 38.94%
March 31, 2020 38.94%
February 29, 2020 22.47%
January 31, 2020 22.47%
December 31, 2019 22.47%
Date Value
November 30, 2019 22.47%
October 31, 2019 22.47%
September 30, 2019 22.47%
August 31, 2019 22.47%
July 31, 2019 22.47%
June 30, 2019 22.47%
May 31, 2019 22.47%
April 30, 2019 22.47%
March 31, 2019 22.47%
February 28, 2019 22.47%
January 31, 2019 22.47%
December 31, 2018 22.47%
November 30, 2018 22.47%
October 31, 2018 22.47%
September 30, 2018 22.47%
August 31, 2018 22.47%
July 31, 2018 22.47%
June 30, 2018 22.47%
May 31, 2018 22.47%
April 30, 2018 22.47%
March 31, 2018 22.47%
February 28, 2018 22.47%
January 31, 2018 22.47%
December 31, 2017 22.47%
November 30, 2017 22.47%

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

22.47%
Minimum
Jan 2017
38.94%
Maximum
Mar 2020
28.51%
Average
22.47%
Median
Jan 2017