Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
October 31, 2020 33.24%
September 30, 2020 33.24%
August 31, 2020 33.24%
July 31, 2020 33.24%
June 30, 2020 33.24%
May 31, 2020 33.24%
April 30, 2020 33.24%
March 31, 2020 33.24%
February 29, 2020 16.75%
January 31, 2020 16.75%
December 31, 2019 16.75%
November 30, 2019 16.75%
October 31, 2019 16.75%
September 30, 2019 16.75%
August 31, 2019 16.75%
July 31, 2019 16.75%
June 30, 2019 16.75%
May 31, 2019 16.75%
April 30, 2019 16.75%
March 31, 2019 16.75%
February 28, 2019 16.75%
January 31, 2019 16.75%
December 31, 2018 16.75%
November 30, 2018 12.70%
October 31, 2018 12.70%
Date Value
September 30, 2018 12.70%
August 31, 2018 12.70%
July 31, 2018 12.70%
June 30, 2018 12.70%
May 31, 2018 12.70%
April 30, 2018 12.70%
March 31, 2018 12.70%
February 28, 2018 12.70%
January 31, 2018 12.70%
December 31, 2017 12.70%
November 30, 2017 12.70%
October 31, 2017 12.70%
September 30, 2017 12.70%
August 31, 2017 12.70%
July 31, 2017 12.70%
June 30, 2017 12.70%
May 31, 2017 12.70%
April 30, 2017 12.70%
March 31, 2017 12.70%
February 28, 2017 12.70%
January 31, 2017 12.70%
December 31, 2016 12.70%
November 30, 2016 12.70%
October 31, 2016 12.70%
September 30, 2016 12.70%

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

12.70%
Minimum
Nov 2015
33.24%
Maximum
Mar 2020
16.45%
Average
12.70%
Median
Nov 2015