Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
November 30, 2021 35.55%
October 31, 2021 35.55%
September 30, 2021 35.55%
August 31, 2021 35.55%
July 31, 2021 35.55%
June 30, 2021 35.55%
May 31, 2021 35.55%
April 30, 2021 35.55%
March 31, 2021 35.55%
February 28, 2021 35.55%
January 31, 2021 35.55%
December 31, 2020 35.55%
November 30, 2020 35.55%
October 31, 2020 35.55%
September 30, 2020 35.55%
August 31, 2020 35.55%
July 31, 2020 35.55%
June 30, 2020 35.55%
May 31, 2020 35.55%
April 30, 2020 35.55%
March 31, 2020 35.55%
February 29, 2020 20.22%
January 31, 2020 20.22%
December 31, 2019 20.22%
November 30, 2019 20.22%
Date Value
October 31, 2019 20.22%
September 30, 2019 20.22%
August 31, 2019 20.22%
July 31, 2019 20.22%
June 30, 2019 20.22%
May 31, 2019 20.22%
April 30, 2019 20.22%
March 31, 2019 20.22%
February 28, 2019 20.22%
January 31, 2019 20.22%
December 31, 2018 20.22%
November 30, 2018 20.22%
October 31, 2018 20.22%
September 30, 2018 20.22%
August 31, 2018 20.22%
July 31, 2018 20.22%
June 30, 2018 20.22%
May 31, 2018 20.22%
April 30, 2018 20.22%
March 31, 2018 20.22%
February 28, 2018 20.22%
January 31, 2018 20.22%
December 31, 2017 20.22%
November 30, 2017 20.22%
October 31, 2017 20.22%

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

20.22%
Minimum
Dec 2016
35.55%
Maximum
Mar 2020
25.59%
Average
20.22%
Median
Dec 2016