Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1986. Upgrade now.
Date Value
August 31, 2021 45.25%
July 31, 2021 45.25%
June 30, 2021 45.25%
May 31, 2021 45.25%
April 30, 2021 45.25%
March 31, 2021 45.25%
February 28, 2021 45.25%
January 31, 2021 45.25%
December 31, 2020 45.25%
November 30, 2020 45.25%
October 31, 2020 45.25%
September 30, 2020 45.25%
August 31, 2020 45.25%
July 31, 2020 45.25%
June 30, 2020 45.25%
May 31, 2020 45.25%
April 30, 2020 45.25%
March 31, 2020 45.25%
February 29, 2020 26.16%
January 31, 2020 26.16%
December 31, 2019 26.16%
November 30, 2019 26.16%
October 31, 2019 26.16%
September 30, 2019 26.16%
August 31, 2019 26.16%
Date Value
July 31, 2019 26.16%
June 30, 2019 26.16%
May 31, 2019 26.16%
April 30, 2019 26.16%
March 31, 2019 26.16%
February 28, 2019 26.16%
January 31, 2019 26.16%
December 31, 2018 26.16%
November 30, 2018 26.16%
October 31, 2018 26.16%
September 30, 2018 26.16%
August 31, 2018 26.16%
July 31, 2018 26.16%
June 30, 2018 26.16%
May 31, 2018 26.16%
April 30, 2018 26.16%
March 31, 2018 26.16%
February 28, 2018 26.16%
January 31, 2018 26.16%
December 31, 2017 26.16%
November 30, 2017 26.16%
October 31, 2017 26.16%
September 30, 2017 26.16%
August 31, 2017 26.16%
July 31, 2017 26.16%

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

26.16%
Minimum
Sep 2016
45.25%
Maximum
Mar 2020
31.89%
Average
26.16%
Median
Sep 2016