Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
November 30, 2021 33.38%
October 31, 2021 33.38%
September 30, 2021 33.38%
August 31, 2021 33.38%
July 31, 2021 33.38%
June 30, 2021 33.38%
May 31, 2021 33.38%
April 30, 2021 33.38%
March 31, 2021 33.38%
February 28, 2021 33.38%
January 31, 2021 33.38%
December 31, 2020 33.38%
November 30, 2020 33.38%
October 31, 2020 33.38%
September 30, 2020 33.38%
August 31, 2020 33.38%
July 31, 2020 33.38%
June 30, 2020 33.38%
May 31, 2020 33.38%
April 30, 2020 33.38%
March 31, 2020 33.38%
February 29, 2020 13.92%
January 31, 2020 13.92%
December 31, 2019 13.92%
November 30, 2019 13.92%
Date Value
October 31, 2019 13.92%
September 30, 2019 13.92%
August 31, 2019 13.92%
July 31, 2019 13.92%
June 30, 2019 13.92%
May 31, 2019 13.92%
April 30, 2019 13.92%
March 31, 2019 13.92%
February 28, 2019 13.92%
January 31, 2019 13.92%
December 31, 2018 13.92%
November 30, 2018 10.85%
October 31, 2018 10.85%
September 30, 2018 10.85%
August 31, 2018 10.85%
July 31, 2018 10.85%
June 30, 2018 10.85%
May 31, 2018 10.85%
April 30, 2018 10.85%
March 31, 2018 10.85%
February 28, 2018 10.85%
January 31, 2018 10.85%
December 31, 2017 10.85%
November 30, 2017 10.85%
October 31, 2017 10.85%

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

10.85%
Minimum
Dec 2016
33.38%
Maximum
Mar 2020
19.50%
Average
13.92%
Median
Dec 2018