Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2019 3.43%
July 31, 2019 3.43%
June 30, 2019 3.43%
May 31, 2019 3.43%
April 30, 2019 3.43%
March 31, 2019 3.43%
February 28, 2019 3.43%
January 31, 2019 3.43%
December 31, 2018 3.43%
November 30, 2018 3.43%
October 31, 2018 3.43%
September 30, 2018 3.43%
August 31, 2018 3.43%
July 31, 2018 3.43%
June 30, 2018 3.43%
May 31, 2018 3.43%
April 30, 2018 3.43%
March 31, 2018 3.43%
Date Value
February 28, 2018 3.43%
January 31, 2018 3.43%
December 31, 2017 3.43%
November 30, 2017 3.43%
October 31, 2017 3.43%
September 30, 2017 3.43%
August 31, 2017 3.43%
July 31, 2017 3.43%
June 30, 2017 3.43%
May 31, 2017 3.43%
April 30, 2017 3.43%
March 31, 2017 3.43%
February 28, 2017 3.43%
January 31, 2017 2.98%
December 31, 2016 2.98%
November 30, 2016 2.98%
October 31, 2016 2.98%
September 30, 2016 0.00%

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

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
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Minimum
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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks