Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
September 30, 2021 76.93%
August 31, 2021 76.93%
July 31, 2021 76.93%
June 30, 2021 76.93%
May 31, 2021 76.93%
April 30, 2021 76.93%
March 31, 2021 76.93%
February 28, 2021 76.93%
January 31, 2021 76.93%
December 31, 2020 76.93%
November 30, 2020 76.93%
October 31, 2020 76.93%
September 30, 2020 76.93%
August 31, 2020 76.93%
July 31, 2020 76.93%
June 30, 2020 76.93%
May 31, 2020 76.93%
April 30, 2020 76.93%
March 31, 2020 76.93%
February 29, 2020 69.48%
January 31, 2020 69.48%
December 31, 2019 69.48%
November 30, 2019 69.48%
October 31, 2019 69.48%
September 30, 2019 69.48%
Date Value
August 31, 2019 69.48%
July 31, 2019 69.48%
June 30, 2019 69.48%
May 31, 2019 67.09%
April 30, 2019 67.09%
March 31, 2019 67.09%
February 28, 2019 67.09%
January 31, 2019 67.09%
December 31, 2018 67.09%
November 30, 2018 67.09%
October 31, 2018 67.09%
September 30, 2018 67.09%
August 31, 2018 67.09%
July 31, 2018 67.09%
June 30, 2018 67.09%
May 31, 2018 67.09%
April 30, 2018 67.09%
March 31, 2018 67.09%
February 28, 2018 67.09%
January 31, 2018 67.09%
December 31, 2017 67.09%
November 30, 2017 67.09%
October 31, 2017 67.09%
September 30, 2017 67.09%
August 31, 2017 67.09%

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

67.09%
Minimum
Oct 2016
76.93%
Maximum
Mar 2020
70.56%
Average
67.09%
Median
Oct 2016