Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
April 30, 2021 33.91%
March 31, 2021 33.91%
February 28, 2021 33.91%
January 31, 2021 33.91%
December 31, 2020 33.91%
November 30, 2020 33.91%
October 31, 2020 33.91%
September 30, 2020 33.91%
August 31, 2020 33.91%
July 31, 2020 33.91%
June 30, 2020 33.91%
May 31, 2020 33.91%
April 30, 2020 33.91%
March 31, 2020 33.91%
February 29, 2020 21.36%
January 31, 2020 21.36%
December 31, 2019 21.36%
November 30, 2019 21.36%
October 31, 2019 21.36%
September 30, 2019 21.36%
August 31, 2019 21.36%
July 31, 2019 21.36%
June 30, 2019 21.36%
May 31, 2019 21.36%
April 30, 2019 21.36%
Date Value
March 31, 2019 21.36%
February 28, 2019 21.36%
January 31, 2019 21.36%
December 31, 2018 21.36%
November 30, 2018 15.84%
October 31, 2018 15.84%
September 30, 2018 15.84%
August 31, 2018 15.84%
July 31, 2018 15.84%
June 30, 2018 15.84%
May 31, 2018 15.84%
April 30, 2018 15.84%
March 31, 2018 15.84%
February 28, 2018 15.84%
January 31, 2018 15.84%
December 31, 2017 15.84%
November 30, 2017 15.84%
October 31, 2017 15.84%
September 30, 2017 15.84%
August 31, 2017 15.84%
July 31, 2017 15.84%
June 30, 2017 15.84%
May 31, 2017 15.84%
April 30, 2017 15.84%
March 31, 2017 15.84%

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

15.84%
Minimum
Aug 2016
33.91%
Maximum
Mar 2020
21.57%
Average
18.42%
Median
May 2016