Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1989. Upgrade now.
Date Value
October 31, 2021 40.05%
September 30, 2021 40.05%
August 31, 2021 40.05%
July 31, 2021 40.05%
June 30, 2021 40.05%
May 31, 2021 40.05%
April 30, 2021 40.05%
March 31, 2021 40.05%
February 28, 2021 40.05%
January 31, 2021 40.05%
December 31, 2020 40.05%
November 30, 2020 40.05%
October 31, 2020 40.05%
September 30, 2020 40.05%
August 31, 2020 40.05%
July 31, 2020 40.05%
June 30, 2020 40.05%
May 31, 2020 40.05%
April 30, 2020 40.05%
March 31, 2020 40.05%
February 29, 2020 38.08%
January 31, 2020 38.08%
December 31, 2019 38.08%
November 30, 2019 38.08%
October 31, 2019 38.08%
Date Value
September 30, 2019 38.08%
August 31, 2019 38.08%
July 31, 2019 38.08%
June 30, 2019 38.08%
May 31, 2019 38.08%
April 30, 2019 38.08%
March 31, 2019 38.08%
February 28, 2019 38.08%
January 31, 2019 38.08%
December 31, 2018 38.08%
November 30, 2018 38.08%
October 31, 2018 38.08%
September 30, 2018 38.08%
August 31, 2018 38.08%
July 31, 2018 38.08%
June 30, 2018 38.08%
May 31, 2018 38.08%
April 30, 2018 38.08%
March 31, 2018 38.08%
February 28, 2018 38.08%
January 31, 2018 38.08%
December 31, 2017 38.08%
November 30, 2017 38.08%
October 31, 2017 38.08%
September 30, 2017 38.08%

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

38.08%
Minimum
Dec 2016
40.05%
Maximum
Mar 2020
38.74%
Average
38.08%
Median
Dec 2016