Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 35.35%
January 31, 2021 35.35%
December 31, 2020 35.35%
November 30, 2020 35.35%
October 31, 2020 35.35%
September 30, 2020 35.35%
August 31, 2020 35.35%
July 31, 2020 35.35%
June 30, 2020 35.35%
May 31, 2020 35.35%
April 30, 2020 35.35%
March 31, 2020 35.35%
February 29, 2020 25.97%
January 31, 2020 25.97%
December 31, 2019 25.97%
November 30, 2019 25.97%
October 31, 2019 25.97%
September 30, 2019 25.97%
August 31, 2019 25.97%
July 31, 2019 25.97%
June 30, 2019 25.97%
May 31, 2019 25.97%
April 30, 2019 25.97%
March 31, 2019 25.97%
February 28, 2019 25.97%
Date Value
January 31, 2019 25.97%
December 31, 2018 25.97%
November 30, 2018 25.97%
October 31, 2018 25.97%
September 30, 2018 25.97%
August 31, 2018 25.97%
July 31, 2018 25.97%
June 30, 2018 25.97%
May 31, 2018 25.97%
April 30, 2018 25.97%
March 31, 2018 25.97%
February 28, 2018 25.97%
January 31, 2018 25.97%
December 31, 2017 25.97%
November 30, 2017 25.97%
October 31, 2017 25.97%
September 30, 2017 25.97%
August 31, 2017 26.03%
July 31, 2017 27.93%
June 30, 2017 30.32%
May 31, 2017 33.05%
April 30, 2017 33.05%
March 31, 2017 33.05%
February 28, 2017 33.05%
January 31, 2017 33.05%

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).

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Max Drawdown (5Y) Range, Past 5 Years

25.97%
Minimum
Sep 2017
35.38%
Maximum
Mar 2016
30.02%
Average
26.00%
Median