Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1990. Upgrade now.
Date Value
August 31, 2021 30.33%
July 31, 2021 30.33%
June 30, 2021 30.33%
May 31, 2021 30.33%
April 30, 2021 30.33%
March 31, 2021 30.33%
February 28, 2021 30.33%
January 31, 2021 30.33%
December 31, 2020 30.33%
November 30, 2020 30.33%
October 31, 2020 30.33%
September 30, 2020 30.33%
August 31, 2020 30.33%
July 31, 2020 30.33%
June 30, 2020 30.33%
May 31, 2020 30.33%
April 30, 2020 30.33%
March 31, 2020 30.33%
February 29, 2020 23.39%
January 31, 2020 23.39%
December 31, 2019 23.39%
November 30, 2019 23.39%
October 31, 2019 23.39%
September 30, 2019 23.39%
August 31, 2019 23.39%
Date Value
July 31, 2019 23.39%
June 30, 2019 23.39%
May 31, 2019 23.39%
April 30, 2019 23.39%
March 31, 2019 23.39%
February 28, 2019 23.39%
January 31, 2019 23.39%
December 31, 2018 23.39%
November 30, 2018 19.94%
October 31, 2018 19.94%
September 30, 2018 19.94%
August 31, 2018 19.94%
July 31, 2018 19.94%
June 30, 2018 19.94%
May 31, 2018 19.94%
April 30, 2018 19.94%
March 31, 2018 19.94%
February 28, 2018 19.94%
January 31, 2018 19.94%
December 31, 2017 19.94%
November 30, 2017 19.94%
October 31, 2017 19.94%
September 30, 2017 19.94%
August 31, 2017 19.94%
July 31, 2017 19.94%

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

19.94%
Minimum
Sep 2016
30.33%
Maximum
Mar 2020
23.92%
Average
23.39%
Median
Dec 2018