Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1974. Upgrade now.
Date Value
December 31, 2021 6.58%
November 30, 2021 6.58%
October 31, 2021 6.58%
September 30, 2021 6.58%
August 31, 2021 6.58%
July 31, 2021 6.58%
June 30, 2021 6.58%
May 31, 2021 6.58%
April 30, 2021 6.58%
March 31, 2021 6.58%
February 28, 2021 6.58%
January 31, 2021 6.58%
December 31, 2020 6.58%
November 30, 2020 6.58%
October 31, 2020 6.58%
September 30, 2020 6.58%
August 31, 2020 6.58%
July 31, 2020 6.58%
June 30, 2020 6.58%
May 31, 2020 6.58%
April 30, 2020 6.58%
March 31, 2020 6.58%
February 29, 2020 3.88%
January 31, 2020 3.88%
December 31, 2019 3.88%
Date Value
November 30, 2019 3.88%
October 31, 2019 3.88%
September 30, 2019 3.88%
August 31, 2019 3.88%
July 31, 2019 3.88%
June 30, 2019 3.88%
May 31, 2019 3.88%
April 30, 2019 3.88%
March 31, 2019 3.88%
February 28, 2019 3.88%
January 31, 2019 3.88%
December 31, 2018 3.88%
November 30, 2018 3.88%
October 31, 2018 3.88%
September 30, 2018 3.88%
August 31, 2018 3.88%
July 31, 2018 3.88%
June 30, 2018 5.03%
May 31, 2018 5.03%
April 30, 2018 5.03%
March 31, 2018 5.03%
February 28, 2018 5.03%
January 31, 2018 5.03%
December 31, 2017 5.03%
November 30, 2017 5.03%

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

3.88%
Minimum
Jul 2018
6.58%
Maximum
Mar 2020
5.21%
Average
5.03%
Median
Jan 2017