Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
November 30, 2021 30.93%
October 31, 2021 30.93%
September 30, 2021 30.93%
August 31, 2021 30.93%
July 31, 2021 30.93%
June 30, 2021 30.93%
May 31, 2021 30.93%
April 30, 2021 30.93%
March 31, 2021 30.93%
February 28, 2021 30.93%
January 31, 2021 30.93%
December 31, 2020 30.93%
November 30, 2020 30.93%
October 31, 2020 30.93%
September 30, 2020 30.93%
August 31, 2020 30.93%
July 31, 2020 30.93%
June 30, 2020 30.93%
May 31, 2020 30.93%
April 30, 2020 30.93%
March 31, 2020 30.93%
February 29, 2020 13.37%
January 31, 2020 13.37%
December 31, 2019 13.37%
November 30, 2019 13.37%
Date Value
October 31, 2019 13.37%
September 30, 2019 13.37%
August 31, 2019 13.37%
July 31, 2019 13.37%
June 30, 2019 13.37%
May 31, 2019 13.37%
April 30, 2019 13.37%
March 31, 2019 13.37%
February 28, 2019 13.37%
January 31, 2019 13.37%
December 31, 2018 13.37%
November 30, 2018 13.37%
October 31, 2018 13.37%
September 30, 2018 13.37%
August 31, 2018 13.37%
July 31, 2018 13.37%
June 30, 2018 13.37%
May 31, 2018 13.37%
April 30, 2018 13.37%
March 31, 2018 13.37%
February 28, 2018 13.37%
January 31, 2018 13.37%
December 31, 2017 13.37%
November 30, 2017 13.37%
October 31, 2017 13.37%

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

13.37%
Minimum
Dec 2016
30.93%
Maximum
Mar 2020
19.52%
Average
13.37%
Median
Dec 2016