Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1962. Upgrade now.
Date Value
November 30, 2021 31.05%
October 31, 2021 31.05%
September 30, 2021 31.05%
August 31, 2021 31.05%
July 31, 2021 31.05%
June 30, 2021 31.05%
May 31, 2021 31.05%
April 30, 2021 31.05%
March 31, 2021 31.05%
February 28, 2021 31.05%
January 31, 2021 31.05%
December 31, 2020 31.05%
November 30, 2020 31.05%
October 31, 2020 31.05%
September 30, 2020 31.05%
August 31, 2020 31.05%
July 31, 2020 31.05%
June 30, 2020 31.05%
May 31, 2020 31.05%
April 30, 2020 31.05%
March 31, 2020 31.05%
February 29, 2020 17.92%
January 31, 2020 17.92%
December 31, 2019 17.92%
November 30, 2019 17.92%
Date Value
October 31, 2019 17.92%
September 30, 2019 17.92%
August 31, 2019 17.92%
July 31, 2019 17.92%
June 30, 2019 17.92%
May 31, 2019 17.92%
April 30, 2019 17.92%
March 31, 2019 17.92%
February 28, 2019 17.92%
January 31, 2019 17.92%
December 31, 2018 17.92%
November 30, 2018 13.73%
October 31, 2018 13.73%
September 30, 2018 13.73%
August 31, 2018 13.73%
July 31, 2018 13.73%
June 30, 2018 13.73%
May 31, 2018 13.73%
April 30, 2018 13.73%
March 31, 2018 13.73%
February 28, 2018 13.73%
January 31, 2018 13.73%
December 31, 2017 13.73%
November 30, 2017 13.73%
October 31, 2017 13.73%

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

13.73%
Minimum
Dec 2016
31.05%
Maximum
Mar 2020
20.84%
Average
17.92%
Median
Dec 2018