Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
April 30, 2021 68.80%
March 31, 2021 68.80%
February 28, 2021 68.80%
January 31, 2021 68.80%
December 31, 2020 68.80%
November 30, 2020 68.80%
October 31, 2020 68.80%
September 30, 2020 68.80%
August 31, 2020 68.80%
July 31, 2020 68.80%
June 30, 2020 68.80%
May 31, 2020 68.80%
April 30, 2020 68.80%
March 31, 2020 66.29%
February 29, 2020 23.72%
January 31, 2020 23.72%
December 31, 2019 23.72%
November 30, 2019 23.72%
October 31, 2019 23.72%
September 30, 2019 23.72%
August 31, 2019 23.72%
July 31, 2019 23.72%
June 30, 2019 23.72%
May 31, 2019 23.72%
April 30, 2019 23.72%
Date Value
March 31, 2019 23.72%
February 28, 2019 23.72%
January 31, 2019 23.72%
December 31, 2018 23.72%
November 30, 2018 23.72%
October 31, 2018 23.72%
September 30, 2018 23.72%
August 31, 2018 23.72%
July 31, 2018 25.50%
June 30, 2018 25.50%
May 31, 2018 25.50%
April 30, 2018 25.50%
March 31, 2018 25.50%
February 28, 2018 25.50%
January 31, 2018 25.50%
December 31, 2017 26.73%
November 30, 2017 27.42%
October 31, 2017 31.99%
September 30, 2017 31.99%
August 31, 2017 31.99%
July 31, 2017 31.99%
June 30, 2017 45.73%
May 31, 2017 52.56%
April 30, 2017 53.31%
March 31, 2017 54.24%

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

23.72%
Minimum
Aug 2018
68.80%
Maximum
Apr 2020
42.91%
Average
31.99%
Median
Jul 2017