Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 21.76%
November 30, 2020 21.76%
October 31, 2020 21.76%
September 30, 2020 21.76%
August 31, 2020 21.76%
July 31, 2020 21.76%
June 30, 2020 21.76%
May 31, 2020 21.76%
April 30, 2020 21.76%
March 31, 2020 21.76%
February 29, 2020 6.03%
January 31, 2020 6.03%
December 31, 2019 6.03%
November 30, 2019 6.03%
October 31, 2019 6.03%
September 30, 2019 6.03%
August 31, 2019 6.03%
July 31, 2019 6.03%
June 30, 2019 6.03%
May 31, 2019 6.03%
April 30, 2019 6.03%
March 31, 2019 6.03%
February 28, 2019 6.03%
January 31, 2019 6.03%
December 31, 2018 6.03%
Date Value
November 30, 2018 6.03%
October 31, 2018 6.03%
September 30, 2018 6.10%
August 31, 2018 8.20%
July 31, 2018 8.44%
June 30, 2018 8.44%
May 31, 2018 8.57%
April 30, 2018 8.57%
March 31, 2018 8.57%
February 28, 2018 8.57%
January 31, 2018 8.57%
December 31, 2017 8.57%
November 30, 2017 8.57%
October 31, 2017 8.57%
September 30, 2017 8.57%
August 31, 2017 8.57%
July 31, 2017 8.57%
June 30, 2017 8.57%
May 31, 2017 8.57%
April 30, 2017 8.57%
March 31, 2017 8.57%
February 28, 2017 8.57%
January 31, 2017 8.57%
December 31, 2016 8.57%
November 30, 2016 8.57%

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

6.03%
Minimum
Oct 2018
21.76%
Maximum
Mar 2020
10.00%
Average
8.57%
Median
Jan 2016