Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
December 31, 2021 39.90%
November 30, 2021 39.90%
October 31, 2021 39.90%
September 30, 2021 39.90%
August 31, 2021 39.90%
July 31, 2021 39.90%
June 30, 2021 39.90%
May 31, 2021 39.90%
April 30, 2021 39.90%
March 31, 2021 39.90%
February 28, 2021 39.90%
January 31, 2021 39.90%
December 31, 2020 39.90%
November 30, 2020 39.90%
October 31, 2020 39.90%
September 30, 2020 39.90%
August 31, 2020 39.90%
July 31, 2020 39.90%
June 30, 2020 39.90%
May 31, 2020 39.90%
April 30, 2020 39.90%
March 31, 2020 39.90%
February 29, 2020 17.62%
January 31, 2020 17.62%
December 31, 2019 17.62%
Date Value
November 30, 2019 17.62%
October 31, 2019 17.62%
September 30, 2019 17.62%
August 31, 2019 17.62%
July 31, 2019 17.62%
June 30, 2019 17.62%
May 31, 2019 17.62%
April 30, 2019 17.62%
March 31, 2019 17.62%
February 28, 2019 17.62%
January 31, 2019 17.62%
December 31, 2018 17.62%
November 30, 2018 13.58%
October 31, 2018 13.58%
September 30, 2018 13.58%
August 31, 2018 13.58%
July 31, 2018 13.58%
June 30, 2018 13.58%
May 31, 2018 13.58%
April 30, 2018 13.58%
March 31, 2018 13.58%
February 28, 2018 13.58%
January 31, 2018 13.58%
December 31, 2017 13.58%
November 30, 2017 13.58%

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

13.58%
Minimum
Jan 2017
39.90%
Maximum
Mar 2020
24.24%
Average
17.62%
Median
Dec 2018