Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1973. Upgrade now.
Date Value
October 31, 2021 32.32%
September 30, 2021 32.32%
August 31, 2021 32.32%
July 31, 2021 32.32%
June 30, 2021 32.32%
May 31, 2021 32.32%
April 30, 2021 32.32%
March 31, 2021 32.32%
February 28, 2021 32.32%
January 31, 2021 32.32%
December 31, 2020 32.32%
November 30, 2020 32.32%
October 31, 2020 32.32%
September 30, 2020 32.32%
August 31, 2020 32.32%
July 31, 2020 32.32%
June 30, 2020 32.32%
May 31, 2020 32.32%
April 30, 2020 32.32%
March 31, 2020 32.32%
February 29, 2020 18.93%
January 31, 2020 18.93%
December 31, 2019 18.93%
November 30, 2019 18.93%
October 31, 2019 18.93%
Date Value
September 30, 2019 18.93%
August 31, 2019 18.93%
July 31, 2019 18.93%
June 30, 2019 18.93%
May 31, 2019 18.93%
April 30, 2019 18.93%
March 31, 2019 18.93%
February 28, 2019 18.93%
January 31, 2019 18.93%
December 31, 2018 18.93%
November 30, 2018 16.96%
October 31, 2018 16.96%
September 30, 2018 16.96%
August 31, 2018 16.96%
July 31, 2018 16.96%
June 30, 2018 16.96%
May 31, 2018 16.96%
April 30, 2018 16.96%
March 31, 2018 16.96%
February 28, 2018 16.96%
January 31, 2018 16.96%
December 31, 2017 16.96%
November 30, 2017 16.96%
October 31, 2017 16.96%
September 30, 2017 16.96%

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

16.96%
Minimum
Nov 2016
32.32%
Maximum
Mar 2020
22.58%
Average
18.93%
Median
Dec 2018