Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
March 31, 2021 33.04%
February 28, 2021 33.04%
January 31, 2021 33.04%
December 31, 2020 33.04%
November 30, 2020 33.04%
October 31, 2020 33.04%
September 30, 2020 33.04%
August 31, 2020 33.04%
July 31, 2020 33.04%
June 30, 2020 33.04%
May 31, 2020 33.04%
April 30, 2020 33.04%
March 31, 2020 33.04%
February 29, 2020 19.72%
January 31, 2020 19.72%
December 31, 2019 19.72%
November 30, 2019 19.72%
October 31, 2019 19.72%
September 30, 2019 19.72%
August 31, 2019 19.72%
July 31, 2019 19.72%
June 30, 2019 19.72%
May 31, 2019 19.72%
April 30, 2019 19.72%
March 31, 2019 19.72%
Date Value
February 28, 2019 19.72%
January 31, 2019 19.72%
December 31, 2018 19.72%
November 30, 2018 19.72%
October 31, 2018 19.72%
September 30, 2018 19.72%
August 31, 2018 19.72%
July 31, 2018 19.72%
June 30, 2018 19.72%
May 31, 2018 19.72%
April 30, 2018 19.72%
March 31, 2018 19.72%
February 28, 2018 19.72%
January 31, 2018 19.72%
December 31, 2017 19.72%
November 30, 2017 19.72%
October 31, 2017 19.72%
September 30, 2017 19.72%
August 31, 2017 19.72%
July 31, 2017 19.72%
June 30, 2017 19.72%
May 31, 2017 19.72%
April 30, 2017 19.72%
March 31, 2017 19.72%
February 28, 2017 19.72%

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

19.53%
Minimum
Apr 2016
33.04%
Maximum
Mar 2020
22.58%
Average
19.72%
Median
Nov 2016