Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
October 31, 2021 42.10%
September 30, 2021 42.10%
August 31, 2021 42.10%
July 31, 2021 42.10%
June 30, 2021 42.10%
May 31, 2021 42.10%
April 30, 2021 42.10%
March 31, 2021 42.10%
February 28, 2021 42.10%
January 31, 2021 42.10%
December 31, 2020 42.10%
November 30, 2020 42.10%
October 31, 2020 42.10%
September 30, 2020 42.10%
August 31, 2020 42.10%
July 31, 2020 42.10%
June 30, 2020 42.10%
May 31, 2020 42.10%
April 30, 2020 42.10%
March 31, 2020 42.10%
February 29, 2020 26.94%
January 31, 2020 26.94%
December 31, 2019 26.94%
November 30, 2019 26.94%
October 31, 2019 26.94%
Date Value
September 30, 2019 26.94%
August 31, 2019 26.94%
July 31, 2019 26.94%
June 30, 2019 26.94%
May 31, 2019 26.94%
April 30, 2019 26.94%
March 31, 2019 26.94%
February 28, 2019 26.94%
January 31, 2019 26.94%
December 31, 2018 26.94%
November 30, 2018 25.81%
October 31, 2018 25.81%
September 30, 2018 25.81%
August 31, 2018 25.81%
July 31, 2018 25.81%
June 30, 2018 25.81%
May 31, 2018 25.81%
April 30, 2018 25.81%
March 31, 2018 25.81%
February 28, 2018 25.81%
January 31, 2018 25.81%
December 31, 2017 25.81%
November 30, 2017 25.81%
October 31, 2017 25.81%
September 30, 2017 25.81%

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

25.81%
Minimum
Nov 2016
42.10%
Maximum
Mar 2020
31.52%
Average
26.94%
Median
Dec 2018