Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 33.10%
July 31, 2020 33.10%
June 30, 2020 33.10%
May 31, 2020 33.10%
April 30, 2020 33.10%
March 31, 2020 33.10%
February 29, 2020 16.98%
Date Value
January 31, 2020 16.98%
December 31, 2019 16.98%
November 30, 2019 16.98%
October 31, 2019 16.98%
September 30, 2019 16.98%
August 31, 2019 16.98%
July 31, 2019 16.98%

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).

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Max Drawdown (5Y) Range, Past 5 Years

16.98%
Minimum
Jul 2019
33.10%
Maximum
Mar 2020
23.89%
Average
16.98%
Median
Jul 2019