Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
April 30, 2021 59.28%
March 31, 2021 59.28%
February 28, 2021 61.19%
January 31, 2021 63.49%
December 31, 2020 64.96%
November 30, 2020 69.16%
October 31, 2020 71.31%
September 30, 2020 71.31%
August 31, 2020 71.31%
July 31, 2020 71.31%
June 30, 2020 71.31%
May 31, 2020 71.31%
April 30, 2020 71.31%
March 31, 2020 71.31%
February 29, 2020 71.31%
January 31, 2020 71.31%
December 31, 2019 71.31%
November 30, 2019 71.31%
October 31, 2019 71.31%
September 30, 2019 71.31%
August 31, 2019 71.31%
July 31, 2019 71.31%
June 30, 2019 71.31%
May 31, 2019 71.31%
April 30, 2019 71.31%
Date Value
March 31, 2019 71.31%
February 28, 2019 71.31%
January 31, 2019 71.31%
December 31, 2018 71.31%
November 30, 2018 71.31%
October 31, 2018 71.31%
September 30, 2018 71.31%
August 31, 2018 71.31%
July 31, 2018 71.31%
June 30, 2018 71.31%
May 31, 2018 71.31%
April 30, 2018 71.31%
March 31, 2018 71.31%
February 28, 2018 71.31%
January 31, 2018 71.31%
December 31, 2017 71.31%
November 30, 2017 71.31%
October 31, 2017 71.31%
September 30, 2017 71.31%
August 31, 2017 71.31%
July 31, 2017 71.31%
June 30, 2017 71.31%
May 31, 2017 71.31%
April 30, 2017 71.31%
March 31, 2017 71.31%

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

59.28%
Minimum
Mar 2021
71.31%
Maximum
May 2016
70.47%
Average
71.31%
Median
May 2016