Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1987. Upgrade now.
Date Value
May 31, 2021 33.67%
April 30, 2021 33.67%
March 31, 2021 33.67%
February 28, 2021 33.67%
January 31, 2021 33.67%
December 31, 2020 33.67%
November 30, 2020 33.67%
October 31, 2020 33.67%
September 30, 2020 33.67%
August 31, 2020 33.67%
July 31, 2020 33.67%
June 30, 2020 33.67%
May 31, 2020 33.67%
April 30, 2020 33.67%
March 31, 2020 33.67%
February 29, 2020 21.38%
January 31, 2020 21.38%
December 31, 2019 21.38%
November 30, 2019 21.38%
October 31, 2019 21.38%
September 30, 2019 21.38%
August 31, 2019 21.38%
July 31, 2019 21.38%
June 30, 2019 21.38%
May 31, 2019 21.38%
Date Value
April 30, 2019 21.38%
March 31, 2019 21.38%
February 28, 2019 21.38%
January 31, 2019 21.38%
December 31, 2018 21.38%
November 30, 2018 21.38%
October 31, 2018 21.38%
September 30, 2018 21.38%
August 31, 2018 21.38%
July 31, 2018 21.38%
June 30, 2018 21.38%
May 31, 2018 21.38%
April 30, 2018 21.38%
March 31, 2018 21.38%
February 28, 2018 21.38%
January 31, 2018 21.38%
December 31, 2017 21.38%
November 30, 2017 21.38%
October 31, 2017 21.38%
September 30, 2017 21.38%
August 31, 2017 21.38%
July 31, 2017 21.38%
June 30, 2017 21.38%
May 31, 2017 21.38%
April 30, 2017 21.38%

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

21.38%
Minimum
Oct 2016
33.67%
Maximum
Mar 2020
24.91%
Average
21.38%
Median
Oct 2016