Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
May 31, 2021 54.74%
April 30, 2021 54.74%
March 31, 2021 54.74%
February 28, 2021 54.74%
January 31, 2021 54.74%
December 31, 2020 54.74%
November 30, 2020 54.74%
October 31, 2020 54.74%
September 30, 2020 54.74%
August 31, 2020 54.74%
July 31, 2020 54.74%
June 30, 2020 54.74%
May 31, 2020 54.74%
April 30, 2020 54.74%
March 31, 2020 54.74%
February 29, 2020 29.23%
January 31, 2020 29.23%
December 31, 2019 29.23%
November 30, 2019 29.23%
October 31, 2019 29.23%
September 30, 2019 29.23%
August 31, 2019 29.23%
July 31, 2019 29.23%
June 30, 2019 29.23%
May 31, 2019 29.23%
Date Value
April 30, 2019 29.23%
March 31, 2019 29.23%
February 28, 2019 29.23%
January 31, 2019 29.23%
December 31, 2018 29.23%
November 30, 2018 20.30%
October 31, 2018 20.30%
September 30, 2018 20.30%
August 31, 2018 20.30%
July 31, 2018 20.30%
June 30, 2018 20.30%
May 31, 2018 20.30%
April 30, 2018 20.30%
March 31, 2018 20.30%
February 28, 2018 20.30%
January 31, 2018 20.30%
December 31, 2017 20.30%
November 30, 2017 20.30%
October 31, 2017 20.30%
September 30, 2017 20.30%
August 31, 2017 20.30%
July 31, 2017 20.30%
June 30, 2017 20.30%
May 31, 2017 20.30%
April 30, 2017 20.30%

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

20.30%
Minimum
Jun 2016
54.74%
Maximum
Mar 2020
31.14%
Average
24.77%
Median