Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
May 31, 2021 30.89%
April 30, 2021 30.89%
March 31, 2021 30.89%
February 28, 2021 30.89%
January 31, 2021 30.89%
December 31, 2020 30.89%
November 30, 2020 30.89%
October 31, 2020 30.89%
September 30, 2020 30.89%
August 31, 2020 30.89%
July 31, 2020 30.89%
June 30, 2020 30.89%
May 31, 2020 30.89%
April 30, 2020 30.89%
March 31, 2020 30.89%
February 29, 2020 23.64%
January 31, 2020 23.64%
December 31, 2019 23.64%
November 30, 2019 23.64%
October 31, 2019 23.64%
September 30, 2019 23.64%
August 31, 2019 23.64%
July 31, 2019 23.64%
June 30, 2019 23.64%
May 31, 2019 23.64%
Date Value
April 30, 2019 23.64%
March 31, 2019 23.64%
February 28, 2019 23.64%
January 31, 2019 23.64%
December 31, 2018 23.64%
November 30, 2018 16.03%
October 31, 2018 14.88%
September 30, 2018 14.88%
August 31, 2018 14.88%
July 31, 2018 14.88%
June 30, 2018 14.88%
May 31, 2018 14.88%
April 30, 2018 14.88%
March 31, 2018 14.88%
February 28, 2018 14.88%
January 31, 2018 14.88%
December 31, 2017 14.88%
November 30, 2017 14.88%
October 31, 2017 14.88%
September 30, 2017 14.88%
August 31, 2017 14.88%
July 31, 2017 14.88%
June 30, 2017 14.88%
May 31, 2017 14.88%
April 30, 2017 14.88%

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

14.88%
Minimum
Oct 2016
30.89%
Maximum
Mar 2020
21.40%
Average
22.82%
Median