Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
December 31, 2021 35.71%
November 30, 2021 35.71%
October 31, 2021 35.71%
September 30, 2021 35.71%
August 31, 2021 35.71%
July 31, 2021 35.71%
June 30, 2021 35.71%
May 31, 2021 35.71%
April 30, 2021 35.71%
March 31, 2021 35.71%
February 28, 2021 35.71%
January 31, 2021 35.71%
December 31, 2020 35.71%
November 30, 2020 35.71%
October 31, 2020 35.71%
September 30, 2020 35.71%
August 31, 2020 35.71%
July 31, 2020 35.71%
June 30, 2020 35.71%
May 31, 2020 35.71%
April 30, 2020 35.71%
March 31, 2020 35.71%
February 29, 2020 27.65%
January 31, 2020 27.65%
December 31, 2019 27.65%
Date Value
November 30, 2019 27.65%
October 31, 2019 27.65%
September 30, 2019 27.65%
August 31, 2019 27.65%
July 31, 2019 27.65%
June 30, 2019 27.65%
May 31, 2019 27.65%
April 30, 2019 27.65%
March 31, 2019 27.65%
February 28, 2019 27.65%
January 31, 2019 27.65%
December 31, 2018 27.65%
November 30, 2018 19.76%
October 31, 2018 19.53%
September 30, 2018 12.47%
August 31, 2018 12.47%
July 31, 2018 12.47%
June 30, 2018 12.47%
May 31, 2018 11.50%
April 30, 2018 11.34%
March 31, 2018 11.27%
February 28, 2018 11.27%
January 31, 2018 8.68%
December 31, 2017 8.68%
November 30, 2017 8.68%

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

8.68%
Minimum
Jan 2017
35.71%
Maximum
Mar 2020
24.13%
Average
27.65%
Median
Dec 2018