Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
September 30, 2019 54.89%
August 31, 2019 54.89%
July 31, 2019 54.89%
June 30, 2019 54.89%
May 31, 2019 54.89%
April 30, 2019 54.89%
March 31, 2019 54.89%
February 28, 2019 54.89%
January 31, 2019 54.89%
December 31, 2018 54.89%
November 30, 2018 54.89%
October 31, 2018 54.89%
September 30, 2018 54.89%
August 31, 2018 54.89%
July 31, 2018 54.89%
June 30, 2018 54.89%
May 31, 2018 54.89%
April 30, 2018 54.89%
March 31, 2018 54.89%
February 28, 2018 54.89%
January 31, 2018 54.89%
December 31, 2017 54.89%
November 30, 2017 54.89%
October 31, 2017 54.89%
September 30, 2017 54.89%
Date Value
August 31, 2017 54.89%
July 31, 2017 54.89%
June 30, 2017 54.89%
May 31, 2017 54.89%
April 30, 2017 54.89%
March 31, 2017 54.89%
February 28, 2017 51.78%
January 31, 2017 45.31%
December 31, 2016 39.88%
November 30, 2016 39.88%
October 31, 2016 39.88%
September 30, 2016 39.88%
August 31, 2016 39.88%
July 31, 2016 39.88%
June 30, 2016 39.88%
May 31, 2016 34.52%
April 30, 2016 34.52%
March 31, 2016 34.52%
February 29, 2016 28.66%
January 31, 2016 28.66%
December 31, 2015 28.66%
November 30, 2015 28.66%
October 31, 2015 28.66%
September 30, 2015 28.66%
August 31, 2015 28.66%

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

54.89%
Minimum
Apr 2019
54.89%
Maximum
Apr 2019
54.89%
Average
54.89%
Median
Apr 2019