Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
August 31, 2021 94.44%
July 31, 2021 94.44%
June 30, 2021 94.44%
May 31, 2021 94.44%
April 30, 2021 94.44%
March 31, 2021 94.44%
February 28, 2021 94.44%
January 31, 2021 94.44%
December 31, 2020 94.44%
November 30, 2020 94.44%
October 31, 2020 94.44%
September 30, 2020 94.44%
August 31, 2020 94.44%
July 31, 2020 94.44%
June 30, 2020 94.44%
May 31, 2020 94.44%
April 30, 2020 94.44%
March 31, 2020 94.44%
February 29, 2020 70.29%
January 31, 2020 70.29%
December 31, 2019 70.29%
November 30, 2019 70.29%
October 31, 2019 70.29%
September 30, 2019 70.29%
August 31, 2019 70.29%
Date Value
July 31, 2019 70.29%
June 30, 2019 70.29%
May 31, 2019 70.29%
April 30, 2019 70.29%
March 31, 2019 70.29%
February 28, 2019 70.29%
January 31, 2019 70.29%
December 31, 2018 70.29%
November 30, 2018 70.29%
October 31, 2018 70.29%
September 30, 2018 70.29%
August 31, 2018 70.29%
July 31, 2018 70.29%
June 30, 2018 70.29%
May 31, 2018 70.29%
April 30, 2018 70.29%
March 31, 2018 70.29%
February 28, 2018 70.29%
January 31, 2018 70.29%
December 31, 2017 70.29%
November 30, 2017 70.29%
October 31, 2017 70.29%
September 30, 2017 70.29%
August 31, 2017 70.29%
July 31, 2017 70.29%

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

70.29%
Minimum
Sep 2016
94.44%
Maximum
Mar 2020
77.54%
Average
70.29%
Median
Sep 2016