Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 0.43%
July 31, 2020 0.43%
June 30, 2020 0.43%
May 31, 2020 0.43%
April 30, 2020 0.43%
March 31, 2020 0.43%
February 29, 2020 0.43%
January 31, 2020 0.43%
December 31, 2019 0.43%
November 30, 2019 0.43%
October 31, 2019 0.43%
September 30, 2019 0.43%
August 31, 2019 0.43%
July 31, 2019 0.43%
June 30, 2019 0.43%
May 31, 2019 0.43%
April 30, 2019 0.43%
March 31, 2019 0.43%
February 28, 2019 0.43%
January 31, 2019 0.43%
December 31, 2018 0.43%
November 30, 2018 0.43%
October 31, 2018 0.43%
September 30, 2018 0.52%
August 31, 2018 0.53%
Date Value
July 31, 2018 0.53%
June 30, 2018 0.53%
May 31, 2018 0.53%
April 30, 2018 0.53%
March 31, 2018 0.53%
February 28, 2018 0.53%
January 31, 2018 0.53%
December 31, 2017 0.53%
November 30, 2017 0.53%
October 31, 2017 0.53%
September 30, 2017 0.53%
August 31, 2017 0.53%
July 31, 2017 0.53%
June 30, 2017 0.53%
May 31, 2017 0.53%
April 30, 2017 0.53%
March 31, 2017 0.53%
February 28, 2017 0.53%
January 31, 2017 0.53%
December 31, 2016 0.53%
November 30, 2016 0.53%
October 31, 2016 0.53%
September 30, 2016 0.53%
August 31, 2016 0.53%
July 31, 2016 0.53%

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

0.43%
Minimum
Oct 2018
0.53%
Maximum
Sep 2015
0.49%
Average
0.53%
Median
Sep 2015