Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 32.35%
October 31, 2021 32.35%
September 30, 2021 32.35%
August 31, 2021 32.35%
July 31, 2021 32.35%
June 30, 2021 32.35%
May 31, 2021 32.35%
April 30, 2021 32.35%
March 31, 2021 32.35%
February 28, 2021 32.35%
January 31, 2021 32.35%
December 31, 2020 32.35%
November 30, 2020 32.35%
October 31, 2020 32.35%
September 30, 2020 32.35%
August 31, 2020 32.35%
July 31, 2020 32.35%
June 30, 2020 32.35%
May 31, 2020 32.35%
April 30, 2020 32.35%
March 31, 2020 32.35%
February 29, 2020 19.06%
January 31, 2020 19.06%
December 31, 2019 19.06%
November 30, 2019 19.06%
Date Value
October 31, 2019 19.06%
September 30, 2019 19.06%
August 31, 2019 19.06%
July 31, 2019 19.06%
June 30, 2019 19.06%
May 31, 2019 19.06%
April 30, 2019 19.06%
March 31, 2019 19.06%
February 28, 2019 19.06%
January 31, 2019 19.06%
December 31, 2018 19.06%
November 30, 2018 17.23%
October 31, 2018 17.23%
September 30, 2018 17.23%
August 31, 2018 17.23%
July 31, 2018 17.23%
June 30, 2018 17.23%
May 31, 2018 17.23%
April 30, 2018 17.23%
March 31, 2018 17.23%
February 28, 2018 17.23%
January 31, 2018 17.23%
December 31, 2017 17.23%
November 30, 2017 17.23%
October 31, 2017 17.23%

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

17.23%
Minimum
Dec 2016
32.35%
Maximum
Mar 2020
22.98%
Average
19.06%
Median
Dec 2018