Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
December 31, 2021 62.25%
November 30, 2021 62.25%
October 31, 2021 62.25%
September 30, 2021 62.25%
August 31, 2021 62.25%
July 31, 2021 62.25%
June 30, 2021 62.25%
May 31, 2021 62.25%
April 30, 2021 62.25%
March 31, 2021 62.25%
February 28, 2021 62.25%
January 31, 2021 62.25%
December 31, 2020 62.25%
November 30, 2020 62.25%
October 31, 2020 62.25%
September 30, 2020 62.25%
August 31, 2020 62.25%
July 31, 2020 62.25%
June 30, 2020 62.25%
May 31, 2020 62.25%
April 30, 2020 62.25%
March 31, 2020 61.92%
February 29, 2020 38.63%
January 31, 2020 32.59%
December 31, 2019 32.59%
Date Value
November 30, 2019 32.59%
October 31, 2019 32.59%
September 30, 2019 32.59%
August 31, 2019 32.59%
July 31, 2019 32.59%
June 30, 2019 32.59%
May 31, 2019 32.59%
April 30, 2019 32.59%
March 31, 2019 32.59%
February 28, 2019 32.59%
January 31, 2019 32.59%
December 31, 2018 32.59%
November 30, 2018 32.04%
October 31, 2018 32.04%
September 30, 2018 32.04%
August 31, 2018 32.04%
July 31, 2018 32.04%
June 30, 2018 32.04%
May 31, 2018 32.04%
April 30, 2018 32.04%
March 31, 2018 32.04%
February 28, 2018 32.04%
January 31, 2018 32.04%
December 31, 2017 32.04%
November 30, 2017 32.04%

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

32.04%
Minimum
Jan 2017
62.25%
Maximum
Apr 2020
43.35%
Average
32.59%
Median
Dec 2018