Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 30.40%
November 30, 2021 30.40%
October 31, 2021 30.40%
September 30, 2021 30.40%
August 31, 2021 30.40%
July 31, 2021 30.40%
June 30, 2021 30.40%
May 31, 2021 30.40%
April 30, 2021 30.40%
March 31, 2021 30.40%
February 28, 2021 30.40%
January 31, 2021 30.40%
December 31, 2020 30.40%
November 30, 2020 30.40%
October 31, 2020 30.40%
September 30, 2020 30.40%
August 31, 2020 30.40%
July 31, 2020 30.40%
June 30, 2020 30.40%
May 31, 2020 30.40%
April 30, 2020 30.40%
March 31, 2020 30.40%
February 29, 2020 22.70%
January 31, 2020 22.70%
December 31, 2019 22.70%
Date Value
November 30, 2019 22.70%
October 31, 2019 22.70%
September 30, 2019 22.70%
August 31, 2019 22.70%
July 31, 2019 22.70%
June 30, 2019 22.70%
May 31, 2019 22.70%
April 30, 2019 22.70%
March 31, 2019 22.70%
February 28, 2019 22.70%
January 31, 2019 22.70%
December 31, 2018 22.70%
November 30, 2018 20.26%
October 31, 2018 20.26%
September 30, 2018 20.26%
August 31, 2018 20.26%
July 31, 2018 20.26%
June 30, 2018 20.26%
May 31, 2018 20.26%
April 30, 2018 20.26%
March 31, 2018 20.26%
February 28, 2018 20.26%
January 31, 2018 20.26%
December 31, 2017 20.26%
November 30, 2017 20.26%

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).

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Max Drawdown (5Y) Range, Past 5 Years

20.26%
Minimum
Jan 2017
30.40%
Maximum
Mar 2020
24.59%
Average
22.70%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics