Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
September 30, 2021 42.06%
August 31, 2021 42.06%
July 31, 2021 42.06%
June 30, 2021 42.06%
May 31, 2021 42.06%
April 30, 2021 42.06%
March 31, 2021 42.06%
February 28, 2021 42.06%
January 31, 2021 42.06%
December 31, 2020 42.06%
November 30, 2020 42.06%
October 31, 2020 42.06%
September 30, 2020 42.06%
August 31, 2020 42.06%
July 31, 2020 42.06%
June 30, 2020 42.06%
May 31, 2020 42.06%
April 30, 2020 42.06%
March 31, 2020 42.06%
February 29, 2020 19.33%
January 31, 2020 19.33%
December 31, 2019 19.33%
November 30, 2019 19.33%
October 31, 2019 19.33%
September 30, 2019 19.33%
Date Value
August 31, 2019 19.33%
July 31, 2019 19.33%
June 30, 2019 19.33%
May 31, 2019 19.33%
April 30, 2019 19.33%
March 31, 2019 19.33%
February 28, 2019 19.33%
January 31, 2019 19.33%
December 31, 2018 19.33%
November 30, 2018 14.04%
October 31, 2018 14.04%
September 30, 2018 14.04%
August 31, 2018 14.04%
July 31, 2018 14.04%
June 30, 2018 14.04%
May 31, 2018 14.04%
April 30, 2018 14.04%
March 31, 2018 14.04%
February 28, 2018 14.04%
January 31, 2018 14.04%
December 31, 2017 14.04%
November 30, 2017 14.04%
October 31, 2017 14.04%
September 30, 2017 14.04%
August 31, 2017 14.04%

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

14.04%
Minimum
Oct 2016
42.06%
Maximum
Mar 2020
24.24%
Average
19.33%
Median
Dec 2018