Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
August 31, 2021 31.69%
July 31, 2021 31.69%
June 30, 2021 31.69%
May 31, 2021 31.69%
April 30, 2021 31.69%
March 31, 2021 31.69%
February 28, 2021 31.69%
January 31, 2021 31.69%
December 31, 2020 31.69%
November 30, 2020 31.69%
October 31, 2020 31.69%
September 30, 2020 31.69%
August 31, 2020 31.69%
July 31, 2020 31.69%
June 30, 2020 31.69%
May 31, 2020 31.69%
April 30, 2020 31.69%
March 31, 2020 31.69%
February 29, 2020 14.88%
January 31, 2020 14.88%
December 31, 2019 14.88%
November 30, 2019 14.88%
October 31, 2019 14.88%
September 30, 2019 14.88%
August 31, 2019 14.88%
Date Value
July 31, 2019 14.88%
June 30, 2019 14.88%
May 31, 2019 14.88%
April 30, 2019 14.88%
March 31, 2019 14.88%
February 28, 2019 14.88%
January 31, 2019 14.88%
December 31, 2018 14.88%
November 30, 2018 14.88%
October 31, 2018 14.88%
September 30, 2018 14.88%
August 31, 2018 14.88%
July 31, 2018 14.88%
June 30, 2018 14.88%
May 31, 2018 14.88%
April 30, 2018 14.88%
March 31, 2018 14.88%
February 28, 2018 14.88%
January 31, 2018 14.88%
December 31, 2017 14.88%
November 30, 2017 14.88%
October 31, 2017 14.88%
September 30, 2017 14.88%
August 31, 2017 14.88%
July 31, 2017 14.88%

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

14.88%
Minimum
Sep 2016
31.69%
Maximum
Mar 2020
19.92%
Average
14.88%
Median
Sep 2016