Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
December 31, 2020 22.90%
November 30, 2020 22.90%
October 31, 2020 22.90%
September 30, 2020 22.90%
August 31, 2020 22.90%
July 31, 2020 22.90%
June 30, 2020 22.90%
May 31, 2020 22.90%
April 30, 2020 22.90%
March 31, 2020 22.90%
February 29, 2020 16.95%
January 31, 2020 16.95%
December 31, 2019 16.95%
November 30, 2019 16.95%
October 31, 2019 16.95%
September 30, 2019 16.95%
August 31, 2019 16.95%
July 31, 2019 16.95%
June 30, 2019 16.95%
May 31, 2019 16.95%
April 30, 2019 16.95%
March 31, 2019 16.95%
February 28, 2019 16.95%
January 31, 2019 16.95%
December 31, 2018 16.95%
Date Value
November 30, 2018 16.95%
October 31, 2018 16.95%
September 30, 2018 16.95%
August 31, 2018 16.95%
July 31, 2018 16.95%
June 30, 2018 16.95%
May 31, 2018 16.95%
April 30, 2018 16.95%
March 31, 2018 16.95%
February 28, 2018 16.95%
January 31, 2018 16.95%
December 31, 2017 16.95%
November 30, 2017 16.95%
October 31, 2017 16.95%
September 30, 2017 16.95%
August 31, 2017 16.95%
July 31, 2017 16.95%
June 30, 2017 16.95%
May 31, 2017 16.95%
April 30, 2017 16.95%
March 31, 2017 16.95%
February 28, 2017 16.95%
January 31, 2017 16.95%
December 31, 2016 16.95%
November 30, 2016 16.95%

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

15.29%
Minimum
Jan 2016
22.90%
Maximum
Mar 2020
17.92%
Average
16.95%
Median
Feb 2016