Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
August 31, 2021 42.09%
July 31, 2021 42.09%
June 30, 2021 42.09%
May 31, 2021 42.09%
April 30, 2021 42.09%
March 31, 2021 42.09%
February 28, 2021 42.09%
January 31, 2021 42.09%
December 31, 2020 42.09%
November 30, 2020 42.09%
October 31, 2020 42.09%
September 30, 2020 42.09%
August 31, 2020 42.09%
July 31, 2020 42.09%
June 30, 2020 42.09%
May 31, 2020 42.09%
April 30, 2020 42.09%
March 31, 2020 42.09%
February 29, 2020 20.41%
January 31, 2020 20.41%
December 31, 2019 20.41%
November 30, 2019 20.41%
October 31, 2019 20.41%
September 30, 2019 20.41%
August 31, 2019 20.41%
Date Value
July 31, 2019 20.41%
June 30, 2019 20.41%
May 31, 2019 20.41%
April 30, 2019 20.41%
March 31, 2019 20.41%
February 28, 2019 20.41%
January 31, 2019 20.41%
December 31, 2018 20.41%
November 30, 2018 20.41%
October 31, 2018 20.41%
September 30, 2018 20.41%
August 31, 2018 20.41%
July 31, 2018 20.41%
June 30, 2018 20.41%
May 31, 2018 20.41%
April 30, 2018 20.41%
March 31, 2018 20.41%
February 28, 2018 20.41%
January 31, 2018 20.41%
December 31, 2017 20.41%
November 30, 2017 20.41%
October 31, 2017 23.33%
September 30, 2017 26.00%
August 31, 2017 26.00%
July 31, 2017 26.00%

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

20.41%
Minimum
Nov 2017
42.09%
Maximum
Mar 2020
28.18%
Average
26.00%
Median
Sep 2016