Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
March 31, 2021 42.94%
February 28, 2021 42.94%
January 31, 2021 42.94%
December 31, 2020 42.94%
November 30, 2020 42.94%
October 31, 2020 42.94%
September 30, 2020 42.94%
August 31, 2020 42.94%
July 31, 2020 42.94%
June 30, 2020 42.94%
Date Value
May 31, 2020 42.94%
April 30, 2020 42.94%
March 31, 2020 42.94%
February 29, 2020 24.47%
January 31, 2020 24.47%
December 31, 2019 24.47%
November 30, 2019 24.47%
October 31, 2019 24.47%
September 30, 2019 24.47%
August 31, 2019 24.47%

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

24.47%
Minimum
Aug 2019
42.94%
Maximum
Mar 2020
36.47%
Average
42.94%
Median
Mar 2020