Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
August 31, 2021 34.52%
July 31, 2021 34.52%
June 30, 2021 34.52%
May 31, 2021 34.52%
April 30, 2021 34.52%
March 31, 2021 34.52%
February 28, 2021 34.52%
January 31, 2021 34.52%
December 31, 2020 34.52%
November 30, 2020 34.52%
October 31, 2020 34.52%
September 30, 2020 34.52%
August 31, 2020 34.52%
July 31, 2020 34.52%
June 30, 2020 34.52%
May 31, 2020 34.52%
April 30, 2020 34.52%
March 31, 2020 34.52%
February 29, 2020 17.06%
January 31, 2020 17.06%
December 31, 2019 17.06%
November 30, 2019 17.06%
October 31, 2019 17.06%
September 30, 2019 17.06%
August 31, 2019 17.06%
Date Value
July 31, 2019 17.06%
June 30, 2019 17.06%
May 31, 2019 17.06%
April 30, 2019 17.06%
March 31, 2019 17.06%
February 28, 2019 17.06%
January 31, 2019 17.06%
December 31, 2018 17.06%
November 30, 2018 15.72%
October 31, 2018 15.72%
September 30, 2018 15.72%
August 31, 2018 15.72%
July 31, 2018 15.72%
June 30, 2018 15.72%
May 31, 2018 15.72%
April 30, 2018 15.72%
March 31, 2018 15.72%
February 28, 2018 15.72%
January 31, 2018 15.72%
December 31, 2017 15.72%
November 30, 2017 15.72%
October 31, 2017 15.72%
September 30, 2017 15.72%
August 31, 2017 15.72%
July 31, 2017 15.72%

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

15.72%
Minimum
Sep 2016
34.52%
Maximum
Mar 2020
21.69%
Average
17.06%
Median
Dec 2018