Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
April 30, 2021 59.34%
March 31, 2021 59.34%
February 28, 2021 59.34%
January 31, 2021 59.34%
December 31, 2020 59.34%
November 30, 2020 59.34%
October 31, 2020 59.34%
September 30, 2020 59.34%
August 31, 2020 59.34%
July 31, 2020 59.34%
June 30, 2020 59.34%
May 31, 2020 59.34%
April 30, 2020 59.34%
March 31, 2020 59.34%
February 29, 2020 36.57%
January 31, 2020 36.57%
December 31, 2019 36.57%
November 30, 2019 36.57%
October 31, 2019 36.57%
September 30, 2019 36.57%
August 31, 2019 36.57%
July 31, 2019 36.57%
June 30, 2019 36.57%
May 31, 2019 36.57%
April 30, 2019 36.57%
Date Value
March 31, 2019 36.57%
February 28, 2019 36.57%
January 31, 2019 36.57%
December 31, 2018 36.57%
November 30, 2018 26.68%
October 31, 2018 26.68%
September 30, 2018 26.68%
August 31, 2018 26.68%
July 31, 2018 26.68%
June 30, 2018 26.68%
May 31, 2018 26.68%
April 30, 2018 26.68%
March 31, 2018 26.68%
February 28, 2018 26.68%
January 31, 2018 26.68%
December 31, 2017 26.68%
November 30, 2017 31.28%
October 31, 2017 36.48%
September 30, 2017 36.48%
August 31, 2017 37.14%
July 31, 2017 40.42%
June 30, 2017 43.58%
May 31, 2017 47.85%
April 30, 2017 47.85%
March 31, 2017 47.85%

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

26.68%
Minimum
Dec 2017
61.24%
Maximum
May 2016
43.86%
Average
36.85%
Median