Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 21.97%
November 30, 2020 21.97%
October 31, 2020 21.97%
September 30, 2020 21.97%
August 31, 2020 21.97%
July 31, 2020 21.97%
June 30, 2020 21.97%
May 31, 2020 21.97%
April 30, 2020 21.97%
March 31, 2020 21.97%
February 29, 2020 8.30%
January 31, 2020 8.30%
December 31, 2019 8.30%
November 30, 2019 8.30%
October 31, 2019 8.30%
September 30, 2019 8.30%
August 31, 2019 8.30%
July 31, 2019 8.30%
June 30, 2019 8.30%
May 31, 2019 8.30%
April 30, 2019 8.30%
March 31, 2019 8.30%
February 28, 2019 8.30%
January 31, 2019 8.30%
December 31, 2018 8.30%
Date Value
November 30, 2018 8.30%
October 31, 2018 8.30%
September 30, 2018 8.30%
August 31, 2018 8.30%
July 31, 2018 8.30%
June 30, 2018 8.30%
May 31, 2018 8.30%
April 30, 2018 8.30%
March 31, 2018 8.30%
February 28, 2018 8.30%
January 31, 2018 8.30%
December 31, 2017 8.30%
November 30, 2017 8.30%
October 31, 2017 8.30%
September 30, 2017 8.30%
August 31, 2017 8.30%
July 31, 2017 8.30%
June 30, 2017 8.30%
May 31, 2017 8.30%
April 30, 2017 8.30%
March 31, 2017 8.30%
February 28, 2017 8.30%
January 31, 2017 8.30%
December 31, 2016 8.30%
November 30, 2016 8.30%

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

8.21%
Minimum
Jan 2016
21.97%
Maximum
Mar 2020
10.57%
Average
8.30%
Median
Feb 2016