Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2020 21.08%
April 30, 2020 21.08%
March 31, 2020 21.08%
February 29, 2020 21.08%
January 31, 2020 21.08%
June 30, 2019 21.08%
May 31, 2019 21.08%
April 30, 2019 21.08%
March 31, 2019 21.08%
February 28, 2019 21.08%
January 31, 2019 21.08%
December 31, 2018 21.08%
November 30, 2018 19.45%
October 31, 2018 19.45%
September 30, 2018 19.45%
August 31, 2018 19.45%
July 31, 2018 19.45%
June 30, 2018 19.45%
May 31, 2018 19.45%
April 30, 2018 19.45%
March 31, 2018 19.45%
February 28, 2018 19.45%
January 31, 2018 19.45%
December 31, 2017 19.45%
November 30, 2017 19.45%
Date Value
October 31, 2017 19.45%
September 30, 2017 19.45%
August 31, 2017 19.45%
July 31, 2017 19.45%
June 30, 2017 19.45%
May 31, 2017 19.45%
April 30, 2017 19.45%
March 31, 2017 19.45%
February 28, 2017 19.45%
January 31, 2017 19.45%
December 31, 2016 19.45%
November 30, 2016 19.45%
October 31, 2016 19.45%
September 30, 2016 19.45%
August 31, 2016 19.45%
July 31, 2016 19.45%
June 30, 2016 19.45%
May 31, 2016 19.45%
April 30, 2016 19.45%
March 31, 2016 19.45%
February 29, 2016 19.45%
January 31, 2016 17.16%
December 31, 2015 12.03%
November 30, 2015 12.03%
October 31, 2015 12.03%

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.

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Max Drawdown (5Y) Range, Past 5 Years

21.08%
Minimum
Apr 2019
21.08%
Maximum
Apr 2019
21.08%
Average
21.08%
Median
Apr 2019