Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1987. Upgrade now.
Date Value
August 31, 2021 44.56%
July 31, 2021 44.56%
June 30, 2021 44.56%
May 31, 2021 44.56%
April 30, 2021 44.56%
March 31, 2021 44.56%
February 28, 2021 44.56%
January 31, 2021 44.56%
December 31, 2020 44.56%
November 30, 2020 44.56%
October 31, 2020 44.56%
September 30, 2020 44.56%
August 31, 2020 44.56%
July 31, 2020 44.56%
June 30, 2020 44.56%
May 31, 2020 44.56%
April 30, 2020 44.56%
March 31, 2020 44.56%
February 29, 2020 23.62%
January 31, 2020 23.62%
December 31, 2019 23.62%
November 30, 2019 23.62%
October 31, 2019 23.62%
September 30, 2019 23.62%
August 31, 2019 23.62%
Date Value
July 31, 2019 23.62%
June 30, 2019 23.62%
May 31, 2019 23.62%
April 30, 2019 23.62%
March 31, 2019 23.62%
February 28, 2019 23.62%
January 31, 2019 23.62%
December 31, 2018 23.62%
November 30, 2018 20.24%
October 31, 2018 20.24%
September 30, 2018 20.24%
August 31, 2018 20.24%
July 31, 2018 20.24%
June 30, 2018 20.24%
May 31, 2018 20.24%
April 30, 2018 20.24%
March 31, 2018 20.24%
February 28, 2018 20.24%
January 31, 2018 20.24%
December 31, 2017 20.24%
November 30, 2017 20.24%
October 31, 2017 20.24%
September 30, 2017 20.24%
August 31, 2017 20.24%
July 31, 2017 20.24%

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

20.24%
Minimum
Sep 2016
44.56%
Maximum
Mar 2020
28.38%
Average
23.62%
Median
Dec 2018