Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
April 30, 2021 46.78%
March 31, 2021 46.78%
February 28, 2021 46.78%
January 31, 2021 46.78%
December 31, 2020 46.78%
November 30, 2020 46.78%
October 31, 2020 46.78%
September 30, 2020 46.78%
August 31, 2020 46.78%
July 31, 2020 46.78%
June 30, 2020 46.78%
May 31, 2020 46.78%
April 30, 2020 46.78%
March 31, 2020 46.78%
February 29, 2020 29.79%
January 31, 2020 29.79%
December 31, 2019 29.79%
November 30, 2019 29.79%
October 31, 2019 29.79%
September 30, 2019 29.79%
August 31, 2019 29.79%
July 31, 2019 29.79%
June 30, 2019 29.79%
May 31, 2019 29.79%
April 30, 2019 29.79%
Date Value
March 31, 2019 29.79%
February 28, 2019 29.79%
January 31, 2019 29.79%
December 31, 2018 29.79%
November 30, 2018 26.63%
October 31, 2018 26.63%
September 30, 2018 26.63%
August 31, 2018 26.63%
July 31, 2018 26.63%
June 30, 2018 26.63%
May 31, 2018 26.63%
April 30, 2018 26.63%
March 31, 2018 26.63%
February 28, 2018 26.63%
January 31, 2018 26.63%
December 31, 2017 26.63%
November 30, 2017 26.63%
October 31, 2017 30.47%
September 30, 2017 30.47%
August 31, 2017 32.90%
July 31, 2017 37.29%
June 30, 2017 39.99%
May 31, 2017 41.63%
April 30, 2017 41.63%
March 31, 2017 41.63%

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

26.63%
Minimum
Nov 2017
46.78%
Maximum
Mar 2020
36.40%
Average
31.69%
Median