Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2020. Upgrade now.
Date Value
July 31, 2021 34.76%
June 30, 2021 34.76%
May 31, 2021 34.76%
April 30, 2021 34.76%
March 31, 2021 34.76%
February 28, 2021 34.76%
January 31, 2021 34.76%
December 31, 2020 34.76%
November 30, 2020 34.76%
Date Value
October 31, 2020 34.76%
September 30, 2020 34.76%
August 31, 2020 34.76%
July 31, 2020 34.76%
June 30, 2020 34.76%
May 31, 2020 34.76%
April 30, 2020 34.76%
March 31, 2020 34.76%
February 29, 2020 27.21%

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

27.21%
Minimum
Feb 2020
34.76%
Maximum
Mar 2020
34.34%
Average
34.76%
Median
Mar 2020