Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1962. Upgrade now.
Date Value
September 30, 2020 29.81%
August 31, 2020 29.81%
July 31, 2020 29.81%
June 30, 2020 29.81%
May 31, 2020 29.81%
April 30, 2020 29.81%
March 31, 2020 29.81%
February 29, 2020 13.21%
January 31, 2020 13.21%
December 31, 2019 13.21%
November 30, 2019 13.21%
October 31, 2019 13.21%
September 30, 2019 13.21%
August 31, 2019 13.21%
July 31, 2019 13.21%
June 30, 2019 13.21%
May 31, 2019 13.21%
April 30, 2019 13.21%
March 31, 2019 13.21%
February 28, 2019 13.21%
January 31, 2019 13.21%
December 31, 2018 13.21%
November 30, 2018 12.58%
October 31, 2018 12.58%
September 30, 2018 12.58%
Date Value
August 31, 2018 12.58%
July 31, 2018 12.58%
June 30, 2018 12.58%
May 31, 2018 12.58%
April 30, 2018 12.58%
March 31, 2018 12.58%
February 28, 2018 12.58%
January 31, 2018 12.58%
December 31, 2017 12.58%
November 30, 2017 12.58%
October 31, 2017 12.58%
September 30, 2017 12.58%
August 31, 2017 12.58%
July 31, 2017 12.58%
June 30, 2017 12.58%
May 31, 2017 12.58%
April 30, 2017 12.58%
March 31, 2017 12.58%
February 28, 2017 12.58%
January 31, 2017 12.58%
December 31, 2016 12.58%
November 30, 2016 12.58%
October 31, 2016 12.58%
September 30, 2016 12.58%
August 31, 2016 12.58%

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

12.58%
Minimum
Aug 2016
29.81%
Maximum
Mar 2020
15.32%
Average
13.21%
Median
Dec 2018