Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
August 31, 2021 63.21%
July 31, 2021 63.21%
June 30, 2021 63.21%
May 31, 2021 63.21%
April 30, 2021 63.21%
March 31, 2021 63.21%
February 28, 2021 63.21%
January 31, 2021 63.21%
December 31, 2020 63.21%
November 30, 2020 63.21%
October 31, 2020 63.21%
September 30, 2020 63.21%
August 31, 2020 63.21%
July 31, 2020 63.21%
June 30, 2020 63.21%
May 31, 2020 63.21%
April 30, 2020 63.21%
March 31, 2020 63.21%
February 29, 2020 57.05%
January 31, 2020 57.05%
December 31, 2019 57.05%
November 30, 2019 57.05%
October 31, 2019 57.05%
September 30, 2019 57.05%
August 31, 2019 57.05%
Date Value
July 31, 2019 57.05%
June 30, 2019 57.05%
May 31, 2019 57.05%
April 30, 2019 57.05%
March 31, 2019 57.05%
February 28, 2019 57.05%
January 31, 2019 57.05%
December 31, 2018 57.05%
November 30, 2018 57.05%
October 31, 2018 57.05%
September 30, 2018 57.05%
August 31, 2018 57.05%
July 31, 2018 57.05%
June 30, 2018 57.05%
May 31, 2018 57.05%
April 30, 2018 57.05%
March 31, 2018 57.05%
February 28, 2018 57.05%
January 31, 2018 57.05%
December 31, 2017 57.05%
November 30, 2017 57.05%
October 31, 2017 57.05%
September 30, 2017 57.05%
August 31, 2017 57.05%
July 31, 2017 57.05%

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

57.05%
Minimum
Sep 2016
63.21%
Maximum
Mar 2020
58.90%
Average
57.05%
Median
Sep 2016