Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
April 30, 2021 79.68%
March 31, 2021 79.68%
February 28, 2021 79.68%
January 31, 2021 79.68%
December 31, 2020 79.68%
November 30, 2020 79.68%
October 31, 2020 79.68%
September 30, 2020 79.68%
August 31, 2020 79.68%
July 31, 2020 79.68%
June 30, 2020 79.68%
May 31, 2020 79.68%
April 30, 2020 79.68%
March 31, 2020 79.68%
February 29, 2020 59.28%
January 31, 2020 59.28%
December 31, 2019 59.28%
November 30, 2019 59.28%
October 31, 2019 59.28%
September 30, 2019 59.28%
August 31, 2019 59.28%
July 31, 2019 59.28%
June 30, 2019 59.28%
May 31, 2019 59.28%
April 30, 2019 59.28%
Date Value
March 31, 2019 59.28%
February 28, 2019 59.28%
January 31, 2019 59.28%
December 31, 2018 59.28%
November 30, 2018 59.28%
October 31, 2018 59.28%
September 30, 2018 59.28%
August 31, 2018 59.28%
July 31, 2018 59.28%
June 30, 2018 59.28%
May 31, 2018 59.28%
April 30, 2018 59.28%
March 31, 2018 59.28%
February 28, 2018 59.28%
January 31, 2018 59.28%
December 31, 2017 59.28%
November 30, 2017 59.28%
October 31, 2017 59.28%
September 30, 2017 59.28%
August 31, 2017 59.28%
July 31, 2017 59.28%
June 30, 2017 59.28%
May 31, 2017 59.28%
April 30, 2017 59.28%
March 31, 2017 59.28%

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

59.28%
Minimum
May 2016
79.68%
Maximum
Mar 2020
64.04%
Average
59.28%
Median
May 2016