Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
December 31, 2021 30.83%
November 30, 2021 30.83%
October 31, 2021 30.83%
September 30, 2021 30.83%
August 31, 2021 30.83%
July 31, 2021 30.83%
June 30, 2021 30.83%
May 31, 2021 30.83%
April 30, 2021 30.83%
March 31, 2021 30.83%
February 28, 2021 30.83%
January 31, 2021 30.83%
December 31, 2020 30.83%
November 30, 2020 30.83%
October 31, 2020 30.83%
September 30, 2020 30.83%
August 31, 2020 30.83%
July 31, 2020 30.83%
June 30, 2020 30.83%
May 31, 2020 30.83%
April 30, 2020 30.83%
March 31, 2020 30.83%
February 29, 2020 20.85%
January 31, 2020 20.85%
December 31, 2019 20.85%
Date Value
November 30, 2019 20.85%
October 31, 2019 20.85%
September 30, 2019 20.85%
August 31, 2019 20.85%
July 31, 2019 20.85%
June 30, 2019 20.85%
May 31, 2019 20.85%
April 30, 2019 20.85%
March 31, 2019 20.85%
February 28, 2019 20.85%
January 31, 2019 20.85%
December 31, 2018 20.85%
November 30, 2018 18.31%
October 31, 2018 18.31%
September 30, 2018 18.31%
August 31, 2018 18.31%
July 31, 2018 18.31%
June 30, 2018 18.31%
May 31, 2018 18.31%
April 30, 2018 18.31%
March 31, 2018 18.31%
February 28, 2018 18.31%
January 31, 2018 18.31%
December 31, 2017 18.31%
November 30, 2017 18.31%

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

18.31%
Minimum
Jan 2017
30.83%
Maximum
Mar 2020
23.53%
Average
20.85%
Median
Dec 2018