Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
September 30, 2020 41.01%
August 31, 2020 41.01%
July 31, 2020 41.01%
June 30, 2020 41.01%
May 31, 2020 41.01%
April 30, 2020 41.01%
March 31, 2020 41.01%
February 29, 2020 27.27%
January 31, 2020 27.27%
December 31, 2019 27.27%
November 30, 2019 27.27%
October 31, 2019 27.27%
September 30, 2019 27.27%
August 31, 2019 27.27%
July 31, 2019 27.27%
June 30, 2019 27.27%
May 31, 2019 27.27%
April 30, 2019 27.27%
March 31, 2019 27.27%
February 28, 2019 27.27%
January 31, 2019 27.27%
December 31, 2018 27.27%
November 30, 2018 27.27%
October 31, 2018 27.27%
September 30, 2018 27.27%
Date Value
August 31, 2018 27.27%
July 31, 2018 27.27%
June 30, 2018 27.27%
May 31, 2018 27.27%
April 30, 2018 27.27%
March 31, 2018 27.27%
February 28, 2018 27.27%
January 31, 2018 27.27%
December 31, 2017 27.27%
November 30, 2017 27.27%
October 31, 2017 27.27%
September 30, 2017 30.85%
August 31, 2017 35.29%
July 31, 2017 35.29%
June 30, 2017 35.29%
May 31, 2017 35.29%
April 30, 2017 36.47%
March 31, 2017 39.61%
February 28, 2017 39.61%
January 31, 2017 39.61%
December 31, 2016 40.00%
November 30, 2016 40.26%
October 31, 2016 44.04%
September 30, 2016 45.65%
August 31, 2016 45.65%

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

27.27%
Minimum
Oct 2017
48.50%
Maximum
Oct 2015
35.02%
Average
33.07%
Median