Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
December 31, 2021 32.98%
November 30, 2021 32.98%
October 31, 2021 32.98%
September 30, 2021 32.98%
August 31, 2021 32.98%
July 31, 2021 32.98%
June 30, 2021 32.98%
May 31, 2021 32.98%
April 30, 2021 32.98%
March 31, 2021 32.98%
February 28, 2021 32.98%
January 31, 2021 32.98%
December 31, 2020 32.98%
November 30, 2020 32.98%
October 31, 2020 32.98%
September 30, 2020 32.98%
August 31, 2020 32.98%
July 31, 2020 32.98%
June 30, 2020 32.98%
May 31, 2020 32.98%
April 30, 2020 32.98%
March 31, 2020 32.98%
February 29, 2020 14.85%
January 31, 2020 14.85%
December 31, 2019 14.85%
Date Value
November 30, 2019 14.85%
October 31, 2019 14.85%
September 30, 2019 14.85%
August 31, 2019 14.85%
July 31, 2019 14.85%
June 30, 2019 14.85%
May 31, 2019 14.85%
April 30, 2019 14.85%
March 31, 2019 14.85%
February 28, 2019 14.85%
January 31, 2019 14.85%
December 31, 2018 14.85%
November 30, 2018 10.34%
October 31, 2018 10.34%
September 30, 2018 10.34%
August 31, 2018 10.34%
July 31, 2018 10.34%
June 30, 2018 10.34%
May 31, 2018 10.34%
April 30, 2018 10.34%
March 31, 2018 10.34%
February 28, 2018 10.34%
January 31, 2018 10.34%
December 31, 2017 10.34%
November 30, 2017 10.34%

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

10.34%
Minimum
Jan 2017
32.98%
Maximum
Mar 2020
19.77%
Average
14.85%
Median
Dec 2018