Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
August 31, 2021 42.60%
July 31, 2021 42.60%
June 30, 2021 42.60%
May 31, 2021 42.60%
April 30, 2021 42.60%
March 31, 2021 42.60%
February 28, 2021 42.60%
January 31, 2021 42.60%
December 31, 2020 42.60%
November 30, 2020 42.60%
October 31, 2020 42.60%
September 30, 2020 42.60%
August 31, 2020 42.60%
July 31, 2020 42.60%
June 30, 2020 42.60%
May 31, 2020 42.60%
April 30, 2020 42.60%
March 31, 2020 42.60%
February 29, 2020 24.71%
January 31, 2020 24.71%
December 31, 2019 24.71%
November 30, 2019 24.71%
October 31, 2019 24.71%
September 30, 2019 24.71%
August 31, 2019 24.71%
Date Value
July 31, 2019 24.71%
June 30, 2019 24.71%
May 31, 2019 24.71%
April 30, 2019 24.71%
March 31, 2019 24.71%
February 28, 2019 24.71%
January 31, 2019 24.71%
December 31, 2018 24.71%
November 30, 2018 19.09%
October 31, 2018 19.09%
September 30, 2018 19.09%
August 31, 2018 19.09%
July 31, 2018 19.09%
June 30, 2018 19.09%
May 31, 2018 19.09%
April 30, 2018 19.09%
March 31, 2018 19.09%
February 28, 2018 19.09%
January 31, 2018 19.09%
December 31, 2017 19.09%
November 30, 2017 19.09%
October 31, 2017 19.09%
September 30, 2017 19.09%
August 31, 2017 19.09%
July 31, 2017 19.09%

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

19.09%
Minimum
Sep 2016
42.60%
Maximum
Mar 2020
27.55%
Average
24.71%
Median
Dec 2018