Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 5.38%
July 31, 2021 5.38%
June 30, 2021 5.38%
May 31, 2021 5.38%
April 30, 2021 5.38%
March 31, 2021 5.38%
February 28, 2021 5.38%
January 31, 2021 5.38%
December 31, 2020 5.38%
November 30, 2020 5.38%
October 31, 2020 5.38%
September 30, 2020 5.38%
August 31, 2020 5.38%
July 31, 2020 5.38%
June 30, 2020 5.38%
May 31, 2020 5.38%
April 30, 2020 5.38%
March 31, 2020 5.38%
February 29, 2020 5.38%
January 31, 2020 5.38%
December 31, 2019 5.38%
November 30, 2019 5.38%
October 31, 2019 5.38%
September 30, 2019 5.38%
August 31, 2019 5.38%
Date Value
July 31, 2019 5.38%
June 30, 2019 5.38%
May 31, 2019 5.38%
April 30, 2019 5.38%
March 31, 2019 5.38%
February 28, 2019 5.38%
January 31, 2019 5.38%
December 31, 2018 5.38%
November 30, 2018 5.38%
October 31, 2018 5.38%
September 30, 2018 5.38%
August 31, 2018 5.38%
July 31, 2018 5.38%
June 30, 2018 5.38%
May 31, 2018 5.38%
April 30, 2018 5.24%
March 31, 2018 5.24%
February 28, 2018 5.24%
January 31, 2018 5.24%
December 31, 2017 5.24%
November 30, 2017 5.24%
October 31, 2017 5.24%
September 30, 2017 5.24%
August 31, 2017 5.24%
July 31, 2017 5.24%

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).

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Max Drawdown (5Y) Range, Past 5 Years

5.24%
Minimum
Sep 2016
5.38%
Maximum
May 2018
5.33%
Average
5.38%
Median
May 2018