Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2019 94.00%
May 31, 2019 94.00%
April 30, 2019 93.71%
March 31, 2019 93.71%
February 28, 2019 93.71%
January 31, 2019 93.71%
December 31, 2018 93.71%
November 30, 2018 93.71%
October 31, 2018 93.71%
September 30, 2018 93.71%
August 31, 2018 93.71%
Date Value
July 31, 2018 93.71%
June 30, 2018 93.71%
May 31, 2018 91.43%
April 30, 2018 91.43%
March 31, 2018 91.43%
February 28, 2018 91.43%
January 31, 2018 91.43%
December 31, 2017 80.00%
November 30, 2017 63.33%
October 31, 2017 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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

94.00%
Minimum
Jun 2019
94.00%
Maximum
Jun 2019
94.00%
Average
94.00%
Median
Jun 2019

Max Drawdown (5Y) Benchmarks