Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
May 31, 2019 24.98%
April 30, 2019 24.98%
March 31, 2019 24.98%
February 28, 2019 24.98%
January 31, 2019 24.98%
December 31, 2018 24.98%
November 30, 2018 21.73%
October 31, 2018 21.73%
September 30, 2018 21.73%
August 31, 2018 21.73%
July 31, 2018 21.73%
June 30, 2018 21.73%
May 31, 2018 21.73%
April 30, 2018 21.73%
March 31, 2018 21.73%
February 28, 2018 21.73%
January 31, 2018 21.73%
December 31, 2017 21.73%
November 30, 2017 21.73%
October 31, 2017 21.73%
September 30, 2017 21.73%
August 31, 2017 21.73%
July 31, 2017 21.73%
June 30, 2017 21.73%
May 31, 2017 21.73%
Date Value
April 30, 2017 21.73%
March 31, 2017 21.73%
February 28, 2017 21.73%
January 31, 2017 21.73%
December 31, 2016 21.73%
November 30, 2016 21.73%
October 31, 2016 21.73%
September 30, 2016 21.73%
August 31, 2016 21.73%
July 31, 2016 25.36%
June 30, 2016 25.36%
May 31, 2016 25.36%
April 30, 2016 25.36%
March 31, 2016 25.36%
February 29, 2016 25.36%
January 31, 2016 25.36%
December 31, 2015 25.36%
November 30, 2015 25.36%
October 31, 2015 25.36%
September 30, 2015 25.36%
August 31, 2015 25.36%
July 31, 2015 25.36%
June 30, 2015 26.81%
May 31, 2015 29.43%
April 30, 2015 30.63%

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

21.73%
Minimum
Aug 2016
25.36%
Maximum
Oct 2015
23.00%
Average
21.73%
Median
Aug 2016