Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
November 30, 2020 15.25%
October 31, 2020 15.25%
September 30, 2020 15.25%
August 31, 2020 15.49%
July 31, 2020 15.49%
June 30, 2020 15.49%
May 31, 2020 15.49%
April 30, 2020 15.49%
March 31, 2020 15.49%
February 29, 2020 15.49%
January 31, 2020 15.49%
December 31, 2019 15.49%
November 30, 2019 15.49%
October 31, 2019 15.49%
September 30, 2019 15.49%
August 31, 2019 15.49%
July 31, 2019 15.49%
June 30, 2019 15.49%
May 31, 2019 15.49%
April 30, 2019 15.49%
March 31, 2019 15.49%
February 28, 2019 15.49%
January 31, 2019 15.49%
December 31, 2018 15.49%
November 30, 2018 15.49%
Date Value
October 31, 2018 15.49%
September 30, 2018 15.49%
August 31, 2018 15.49%
July 31, 2018 15.49%
June 30, 2018 15.49%
May 31, 2018 15.49%
April 30, 2018 15.49%
March 31, 2018 15.49%
February 28, 2018 15.49%
January 31, 2018 15.49%
December 31, 2017 15.49%
November 30, 2017 15.49%
October 31, 2017 15.49%
September 30, 2017 15.49%
August 31, 2017 15.49%
July 31, 2017 15.49%
June 30, 2017 15.49%
May 31, 2017 15.49%
April 30, 2017 15.49%
March 31, 2017 15.49%
February 28, 2017 15.49%
January 31, 2017 15.49%
December 31, 2016 15.49%
November 30, 2016 15.49%
October 31, 2016 15.49%

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

15.25%
Minimum
Sep 2020
15.49%
Maximum
Dec 2015
15.48%
Average
15.49%
Median
Dec 2015