Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
September 30, 2021 28.02%
August 31, 2021 28.02%
July 31, 2021 28.02%
June 30, 2021 28.02%
May 31, 2021 28.02%
April 30, 2021 28.02%
March 31, 2021 28.02%
February 28, 2021 28.02%
January 31, 2021 28.02%
December 31, 2020 28.02%
November 30, 2020 28.02%
October 31, 2020 28.02%
September 30, 2020 28.02%
August 31, 2020 28.02%
July 31, 2020 28.02%
June 30, 2020 28.02%
May 31, 2020 28.02%
April 30, 2020 28.02%
March 31, 2020 28.02%
February 29, 2020 22.76%
January 31, 2020 22.76%
December 31, 2019 22.76%
November 30, 2019 22.76%
October 31, 2019 22.76%
September 30, 2019 22.76%
Date Value
August 31, 2019 22.76%
July 31, 2019 22.76%
June 30, 2019 22.76%
May 31, 2019 22.76%
April 30, 2019 22.76%
March 31, 2019 22.76%
February 28, 2019 22.76%
January 31, 2019 22.76%
December 31, 2018 22.76%
November 30, 2018 16.92%
October 31, 2018 16.92%
September 30, 2018 16.92%
August 31, 2018 16.92%
July 31, 2018 16.92%
June 30, 2018 16.92%
May 31, 2018 16.92%
April 30, 2018 16.92%
March 31, 2018 16.92%
February 28, 2018 16.92%
January 31, 2018 16.92%
December 31, 2017 16.92%
November 30, 2017 16.92%
October 31, 2017 16.92%
September 30, 2017 16.92%
August 31, 2017 16.92%

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

16.92%
Minimum
Oct 2016
28.02%
Maximum
Mar 2020
21.90%
Average
22.76%
Median
Dec 2018