Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1985. Upgrade now.
Date Value
December 31, 2021 47.06%
November 30, 2021 47.06%
October 31, 2021 47.06%
September 30, 2021 47.06%
August 31, 2021 47.06%
July 31, 2021 47.06%
June 30, 2021 47.06%
May 31, 2021 47.06%
April 30, 2021 47.06%
March 31, 2021 47.06%
February 28, 2021 47.06%
January 31, 2021 47.06%
December 31, 2020 47.06%
November 30, 2020 47.06%
October 31, 2020 47.06%
September 30, 2020 47.06%
August 31, 2020 47.06%
July 31, 2020 47.06%
June 30, 2020 47.06%
May 31, 2020 47.06%
April 30, 2020 47.06%
March 31, 2020 47.06%
February 29, 2020 24.63%
January 31, 2020 24.63%
December 31, 2019 24.63%
Date Value
November 30, 2019 24.63%
October 31, 2019 24.63%
September 30, 2019 24.63%
August 31, 2019 24.63%
July 31, 2019 24.63%
June 30, 2019 24.63%
May 31, 2019 24.63%
April 30, 2019 24.63%
March 31, 2019 24.63%
February 28, 2019 24.63%
January 31, 2019 24.63%
December 31, 2018 24.63%
November 30, 2018 23.54%
October 31, 2018 23.54%
September 30, 2018 23.54%
August 31, 2018 23.54%
July 31, 2018 23.54%
June 30, 2018 23.54%
May 31, 2018 23.54%
April 30, 2018 23.54%
March 31, 2018 23.54%
February 28, 2018 23.54%
January 31, 2018 23.54%
December 31, 2017 23.54%
November 30, 2017 23.54%

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

23.54%
Minimum
Jun 2017
47.06%
Maximum
Mar 2020
32.70%
Average
24.63%
Median
Dec 2018