Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
September 30, 2020 36.39%
August 31, 2020 36.39%
July 31, 2020 36.39%
June 30, 2020 36.39%
May 31, 2020 36.39%
April 30, 2020 36.39%
March 31, 2020 36.39%
February 29, 2020 35.81%
January 31, 2020 35.81%
December 31, 2019 35.81%
November 30, 2019 35.81%
October 31, 2019 35.81%
September 30, 2019 35.81%
August 31, 2019 35.81%
July 31, 2019 35.81%
June 30, 2019 35.81%
May 31, 2019 35.81%
April 30, 2019 35.81%
March 31, 2019 35.81%
February 28, 2019 35.81%
January 31, 2019 35.81%
December 31, 2018 35.81%
November 30, 2018 35.81%
October 31, 2018 35.81%
September 30, 2018 35.81%
Date Value
August 31, 2018 35.81%
July 31, 2018 35.81%
June 30, 2018 35.81%
May 31, 2018 35.81%
April 30, 2018 35.81%
March 31, 2018 35.81%
February 28, 2018 35.81%
January 31, 2018 35.81%
December 31, 2017 35.81%
November 30, 2017 35.81%
October 31, 2017 35.81%
September 30, 2017 35.81%
August 31, 2017 35.81%
July 31, 2017 35.81%
June 30, 2017 35.81%
May 31, 2017 35.81%
April 30, 2017 35.81%
March 31, 2017 35.81%
February 28, 2017 35.81%
January 31, 2017 35.81%
December 31, 2016 35.81%
November 30, 2016 35.81%
October 31, 2016 35.81%
September 30, 2016 35.81%
August 31, 2016 35.81%

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

33.74%
Minimum
Oct 2015
36.39%
Maximum
Mar 2020
35.78%
Average
35.81%
Median
Jan 2016