Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
September 30, 2021 68.35%
August 31, 2021 68.35%
July 31, 2021 68.35%
June 30, 2021 68.35%
May 31, 2021 68.35%
April 30, 2021 68.35%
March 31, 2021 68.35%
February 28, 2021 68.35%
January 31, 2021 68.35%
December 31, 2020 68.35%
November 30, 2020 75.81%
October 31, 2020 79.27%
September 30, 2020 79.27%
August 31, 2020 79.47%
July 31, 2020 79.47%
June 30, 2020 79.47%
May 31, 2020 79.47%
April 30, 2020 79.47%
March 31, 2020 79.47%
February 29, 2020 79.47%
January 31, 2020 79.47%
December 31, 2019 79.47%
November 30, 2019 79.47%
October 31, 2019 79.47%
September 30, 2019 79.47%
Date Value
August 31, 2019 79.47%
July 31, 2019 79.47%
June 30, 2019 79.47%
May 31, 2019 79.47%
April 30, 2019 79.47%
March 31, 2019 79.47%
February 28, 2019 79.47%
January 31, 2019 79.47%
December 31, 2018 79.47%
November 30, 2018 79.47%
October 31, 2018 79.47%
September 30, 2018 79.47%
August 31, 2018 79.47%
July 31, 2018 79.47%
June 30, 2018 79.47%
May 31, 2018 79.47%
April 30, 2018 79.47%
March 31, 2018 79.47%
February 28, 2018 79.47%
January 31, 2018 79.47%
December 31, 2017 79.47%
November 30, 2017 79.47%
October 31, 2017 79.47%
September 30, 2017 79.47%
August 31, 2017 79.47%

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

68.35%
Minimum
Dec 2020
79.47%
Maximum
Oct 2016
77.55%
Average
79.47%
Median
Oct 2016