Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 28.15%
July 31, 2021 28.15%
June 30, 2021 28.15%
May 31, 2021 28.15%
April 30, 2021 28.15%
March 31, 2021 28.15%
February 28, 2021 28.15%
January 31, 2021 28.15%
December 31, 2020 28.15%
November 30, 2020 28.15%
October 31, 2020 28.15%
September 30, 2020 28.15%
August 31, 2020 28.15%
July 31, 2020 28.15%
June 30, 2020 28.15%
May 31, 2020 28.15%
April 30, 2020 28.15%
March 31, 2020 28.15%
February 29, 2020 25.39%
January 31, 2020 25.39%
December 31, 2019 25.39%
November 30, 2019 25.39%
October 31, 2019 25.39%
September 30, 2019 25.39%
August 31, 2019 25.39%
Date Value
July 31, 2019 25.39%
June 30, 2019 25.39%
May 31, 2019 25.39%
April 30, 2019 25.39%
March 31, 2019 25.39%
February 28, 2019 25.39%
January 31, 2019 25.39%
December 31, 2018 25.39%
November 30, 2018 25.39%
October 31, 2018 25.39%
September 30, 2018 25.39%
August 31, 2018 25.39%
July 31, 2018 25.39%
June 30, 2018 25.39%
May 31, 2018 25.39%
April 30, 2018 25.39%
March 31, 2018 25.39%
February 28, 2018 25.39%
January 31, 2018 25.39%
December 31, 2017 25.39%
November 30, 2017 25.39%
October 31, 2017 25.39%
September 30, 2017 25.39%
August 31, 2017 25.39%
July 31, 2017 25.39%

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

25.39%
Minimum
Sep 2016
28.15%
Maximum
Mar 2020
26.22%
Average
25.39%
Median
Sep 2016