Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
January 31, 2021 50.63%
December 31, 2020 50.63%
November 30, 2020 50.63%
October 31, 2020 50.63%
September 30, 2020 50.63%
August 31, 2020 50.63%
July 31, 2020 50.63%
June 30, 2020 50.63%
May 31, 2020 50.63%
April 30, 2020 50.63%
March 31, 2020 50.63%
February 29, 2020 22.84%
January 31, 2020 22.84%
December 31, 2019 22.84%
November 30, 2019 22.84%
October 31, 2019 22.84%
September 30, 2019 22.84%
August 31, 2019 22.84%
July 31, 2019 22.84%
June 30, 2019 22.84%
May 31, 2019 22.84%
April 30, 2019 22.84%
March 31, 2019 22.84%
February 28, 2019 22.84%
January 31, 2019 22.84%
Date Value
December 31, 2018 22.84%
November 30, 2018 22.84%
October 31, 2018 22.84%
September 30, 2018 22.84%
August 31, 2018 22.84%
July 31, 2018 22.84%
June 30, 2018 22.84%
May 31, 2018 22.84%
April 30, 2018 22.84%
March 31, 2018 22.84%
February 28, 2018 22.84%
January 31, 2018 22.84%
December 31, 2017 22.84%
November 30, 2017 22.84%
October 31, 2017 22.84%
September 30, 2017 22.84%
August 31, 2017 22.84%
July 31, 2017 22.84%
June 30, 2017 22.84%
May 31, 2017 22.84%
April 30, 2017 22.84%
March 31, 2017 22.84%
February 28, 2017 22.84%
January 31, 2017 22.84%
December 31, 2016 22.84%

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

22.84%
Minimum
Oct 2016
50.63%
Maximum
Mar 2020
28.62%
Average
22.84%
Median
Oct 2016