Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.10%
November 30, 2021 31.10%
October 31, 2021 31.10%
September 30, 2021 31.10%
August 31, 2021 31.10%
July 31, 2021 31.10%
June 30, 2021 31.10%
May 31, 2021 31.10%
April 30, 2021 31.10%
March 31, 2021 31.10%
February 28, 2021 31.10%
January 31, 2021 31.10%
December 31, 2020 31.10%
November 30, 2020 31.10%
October 31, 2020 31.10%
September 30, 2020 31.10%
August 31, 2020 31.10%
July 31, 2020 31.10%
June 30, 2020 31.10%
May 31, 2020 31.10%
April 30, 2020 31.10%
March 31, 2020 31.10%
February 29, 2020 20.04%
January 31, 2020 20.04%
December 31, 2019 20.04%
Date Value
November 30, 2019 20.04%
October 31, 2019 20.04%
September 30, 2019 20.04%
August 31, 2019 20.04%
July 31, 2019 20.04%
June 30, 2019 20.04%
May 31, 2019 20.04%
April 30, 2019 20.04%
March 31, 2019 20.04%
February 28, 2019 20.04%
January 31, 2019 20.04%
December 31, 2018 20.04%
November 30, 2018 17.24%
October 31, 2018 17.24%
September 30, 2018 17.24%
August 31, 2018 17.24%
July 31, 2018 17.24%
June 30, 2018 17.24%
May 31, 2018 17.24%
April 30, 2018 17.24%
March 31, 2018 17.24%
February 28, 2018 17.24%
January 31, 2018 17.24%
December 31, 2017 17.24%
November 30, 2017 17.24%

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

17.24%
Minimum
Jan 2017
31.10%
Maximum
Mar 2020
23.02%
Average
20.04%
Median
Dec 2018