Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
June 30, 2021 42.89%
May 31, 2021 42.89%
April 30, 2021 42.89%
March 31, 2021 42.89%
February 28, 2021 42.89%
January 31, 2021 42.89%
December 31, 2020 42.89%
November 30, 2020 42.89%
October 31, 2020 42.89%
September 30, 2020 42.89%
August 31, 2020 42.89%
July 31, 2020 42.89%
June 30, 2020 42.89%
May 31, 2020 42.89%
April 30, 2020 42.89%
March 31, 2020 42.89%
February 29, 2020 21.18%
January 31, 2020 21.18%
December 31, 2019 21.18%
November 30, 2019 21.18%
October 31, 2019 21.18%
September 30, 2019 21.18%
August 31, 2019 21.18%
July 31, 2019 21.18%
June 30, 2019 21.18%
Date Value
May 31, 2019 21.18%
April 30, 2019 21.18%
March 31, 2019 21.18%
February 28, 2019 21.18%
January 31, 2019 21.18%
December 31, 2018 21.18%
November 30, 2018 18.35%
October 31, 2018 18.35%
September 30, 2018 18.35%
August 31, 2018 18.35%
July 31, 2018 18.35%
June 30, 2018 18.35%
May 31, 2018 18.35%
April 30, 2018 18.35%
March 31, 2018 18.35%
February 28, 2018 18.35%
January 31, 2018 18.35%
December 31, 2017 18.35%
November 30, 2017 18.35%
October 31, 2017 18.35%
September 30, 2017 18.35%
August 31, 2017 18.35%
July 31, 2017 18.35%
June 30, 2017 18.35%
May 31, 2017 18.35%

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

18.35%
Minimum
Aug 2016
42.89%
Maximum
Mar 2020
25.67%
Average
21.18%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics