Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
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%
July 31, 2019 5.38%
June 30, 2019 5.38%
May 31, 2019 5.38%
April 30, 2019 5.38%
Date Value
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 5.20%
March 31, 2018 5.20%
February 28, 2018 5.20%
January 31, 2018 5.20%
December 31, 2017 5.20%
November 30, 2017 5.20%
October 31, 2017 5.20%
September 30, 2017 5.20%
August 31, 2017 5.20%
July 31, 2017 5.20%
June 30, 2017 5.20%
May 31, 2017 5.20%
April 30, 2017 5.20%
March 31, 2017 5.20%

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

5.09%
Minimum
May 2016
5.38%
Maximum
May 2018
5.29%
Average
5.38%
Median
May 2018