Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
October 31, 2021 0.20%
September 30, 2021 0.22%
August 31, 2021 0.28%
July 31, 2021 0.28%
June 30, 2021 0.30%
May 31, 2021 0.30%
April 30, 2021 0.32%
March 31, 2021 0.34%
February 28, 2021 0.37%
January 31, 2021 0.37%
December 31, 2020 0.41%
November 30, 2020 0.43%
October 31, 2020 0.43%
September 30, 2020 0.43%
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%
Date Value
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 0.43%
August 31, 2018 0.43%
July 31, 2018 0.43%
June 30, 2018 0.43%
May 31, 2018 0.43%
April 30, 2018 0.52%
March 31, 2018 0.52%
February 28, 2018 0.52%
January 31, 2018 0.52%
December 31, 2017 0.52%
November 30, 2017 0.52%
October 31, 2017 0.52%
September 30, 2017 0.52%

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

0.20%
Minimum
Oct 2021
0.52%
Maximum
Nov 2016
0.44%
Average
0.43%
Median
May 2018