Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 25.18%
October 31, 2021 25.18%
September 30, 2021 25.18%
August 31, 2021 25.18%
July 31, 2021 25.18%
June 30, 2021 25.18%
May 31, 2021 25.18%
April 30, 2021 25.18%
March 31, 2021 25.18%
February 28, 2021 25.18%
January 31, 2021 25.18%
December 31, 2020 25.18%
November 30, 2020 25.18%
October 31, 2020 25.18%
September 30, 2020 25.18%
August 31, 2020 25.18%
July 31, 2020 25.18%
June 30, 2020 25.18%
May 31, 2020 25.18%
April 30, 2020 25.18%
March 31, 2020 25.18%
February 29, 2020 12.98%
January 31, 2020 12.98%
December 31, 2019 12.98%
November 30, 2019 12.98%
Date Value
October 31, 2019 12.98%
September 30, 2019 12.98%
August 31, 2019 12.98%
July 31, 2019 12.98%
June 30, 2019 12.98%
May 31, 2019 12.98%
April 30, 2019 12.98%
March 31, 2019 12.98%
February 28, 2019 12.98%
January 31, 2019 12.98%
December 31, 2018 12.98%
November 30, 2018 12.91%
October 31, 2018 12.91%
September 30, 2018 12.91%
August 31, 2018 12.91%
July 31, 2018 12.91%
June 30, 2018 12.91%
May 31, 2018 12.91%
April 30, 2018 12.91%
March 31, 2018 12.91%
February 28, 2018 12.91%
January 31, 2018 12.91%
December 31, 2017 12.91%
November 30, 2017 12.91%
October 31, 2017 12.91%

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

12.91%
Minimum
Dec 2016
25.18%
Maximum
Mar 2020
17.22%
Average
12.98%
Median
Dec 2018