Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1983. Upgrade now.
Date Value
November 30, 2021 42.16%
October 31, 2021 42.16%
September 30, 2021 42.16%
August 31, 2021 42.16%
July 31, 2021 42.16%
June 30, 2021 42.16%
May 31, 2021 42.16%
April 30, 2021 42.16%
March 31, 2021 42.16%
February 28, 2021 42.16%
January 31, 2021 42.16%
December 31, 2020 42.16%
November 30, 2020 42.16%
October 31, 2020 42.16%
September 30, 2020 42.16%
August 31, 2020 42.16%
July 31, 2020 42.16%
June 30, 2020 42.16%
May 31, 2020 42.16%
April 30, 2020 42.16%
March 31, 2020 42.16%
February 29, 2020 22.97%
January 31, 2020 22.97%
December 31, 2019 22.97%
November 30, 2019 22.97%
Date Value
October 31, 2019 22.97%
September 30, 2019 22.97%
August 31, 2019 22.97%
July 31, 2019 22.97%
June 30, 2019 22.97%
May 31, 2019 22.97%
April 30, 2019 22.97%
March 31, 2019 22.97%
February 28, 2019 22.97%
January 31, 2019 22.97%
December 31, 2018 22.97%
November 30, 2018 20.22%
October 31, 2018 20.22%
September 30, 2018 20.22%
August 31, 2018 20.22%
July 31, 2018 20.22%
June 30, 2018 20.22%
May 31, 2018 20.22%
April 30, 2018 20.22%
March 31, 2018 20.22%
February 28, 2018 20.22%
January 31, 2018 20.22%
December 31, 2017 20.22%
November 30, 2017 20.22%
October 31, 2017 20.22%

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

20.22%
Minimum
Dec 2016
42.16%
Maximum
Mar 2020
28.59%
Average
22.97%
Median
Dec 2018