Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 3.84%
March 31, 2021 3.84%
February 28, 2021 3.84%
January 31, 2021 3.84%
December 31, 2020 3.84%
November 30, 2020 3.84%
October 31, 2020 3.84%
September 30, 2020 3.84%
August 31, 2020 3.84%
July 31, 2020 3.84%
June 30, 2020 3.84%
May 31, 2020 3.84%
April 30, 2020 3.84%
March 31, 2020 3.84%
February 29, 2020 3.84%
January 31, 2020 3.84%
December 31, 2019 3.84%
November 30, 2019 3.84%
October 31, 2019 3.84%
September 30, 2019 3.84%
August 31, 2019 3.84%
July 31, 2019 3.84%
June 30, 2019 3.84%
May 31, 2019 3.84%
April 30, 2019 3.84%
Date Value
March 31, 2019 3.84%
February 28, 2019 3.84%
January 31, 2019 3.84%
December 31, 2018 3.84%
November 30, 2018 3.84%
October 31, 2018 3.84%
September 30, 2018 3.84%
August 31, 2018 3.84%
July 31, 2018 3.84%
June 30, 2018 3.84%
May 31, 2018 3.84%
April 30, 2018 3.56%
March 31, 2018 3.56%
February 28, 2018 3.56%
January 31, 2018 3.56%
December 31, 2017 3.56%
November 30, 2017 3.56%
October 31, 2017 3.56%
September 30, 2017 3.56%
August 31, 2017 3.56%
July 31, 2017 3.56%
June 30, 2017 3.56%
May 31, 2017 3.56%
April 30, 2017 3.56%
March 31, 2017 3.56%

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

3.06%
Minimum
May 2016
3.84%
Maximum
May 2018
3.67%
Average
3.84%
Median
May 2018