Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
November 30, 2021 43.43%
October 31, 2021 43.43%
September 30, 2021 43.43%
August 31, 2021 43.43%
July 31, 2021 43.43%
June 30, 2021 43.43%
May 31, 2021 43.43%
April 30, 2021 43.43%
March 31, 2021 43.43%
February 28, 2021 43.43%
January 31, 2021 43.43%
December 31, 2020 43.43%
November 30, 2020 43.43%
October 31, 2020 43.43%
September 30, 2020 43.43%
August 31, 2020 43.43%
July 31, 2020 43.43%
June 30, 2020 43.43%
May 31, 2020 43.43%
April 30, 2020 43.43%
March 31, 2020 43.43%
February 29, 2020 16.38%
January 31, 2020 16.38%
December 31, 2019 16.38%
November 30, 2019 16.38%
Date Value
October 31, 2019 16.38%
September 30, 2019 16.38%
August 31, 2019 16.38%
July 31, 2019 16.38%
June 30, 2019 16.38%
May 31, 2019 16.38%
April 30, 2019 16.38%
March 31, 2019 16.38%
February 28, 2019 16.38%
January 31, 2019 16.38%
December 31, 2018 16.38%
November 30, 2018 16.38%
October 31, 2018 16.38%
September 30, 2018 16.38%
August 31, 2018 16.38%
July 31, 2018 16.38%
June 30, 2018 17.13%
May 31, 2018 17.69%
April 30, 2018 17.69%
March 31, 2018 17.69%
February 28, 2018 17.69%
January 31, 2018 17.69%
December 31, 2017 17.69%
November 30, 2017 17.69%
October 31, 2017 17.69%

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

16.38%
Minimum
Jul 2018
43.43%
Maximum
Mar 2020
26.25%
Average
17.69%
Median
Dec 2016