Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
April 30, 2021 37.99%
March 31, 2021 37.99%
February 28, 2021 37.99%
January 31, 2021 37.99%
December 31, 2020 37.99%
November 30, 2020 37.99%
October 31, 2020 37.99%
September 30, 2020 37.99%
August 31, 2020 37.99%
July 31, 2020 37.99%
June 30, 2020 37.99%
May 31, 2020 37.99%
April 30, 2020 37.99%
March 31, 2020 37.99%
February 29, 2020 18.77%
January 31, 2020 18.77%
December 31, 2019 18.77%
November 30, 2019 18.77%
October 31, 2019 18.77%
September 30, 2019 18.77%
August 31, 2019 18.77%
July 31, 2019 18.77%
June 30, 2019 18.77%
May 31, 2019 18.77%
April 30, 2019 18.77%
Date Value
March 31, 2019 18.77%
February 28, 2019 18.77%
January 31, 2019 18.77%
December 31, 2018 18.77%
November 30, 2018 18.77%
October 31, 2018 18.77%
September 30, 2018 18.77%
August 31, 2018 18.77%
July 31, 2018 18.77%
June 30, 2018 18.77%
May 31, 2018 18.77%
April 30, 2018 18.77%
March 31, 2018 18.77%
February 28, 2018 18.77%
January 31, 2018 18.77%
December 31, 2017 18.77%
November 30, 2017 18.77%
October 31, 2017 18.77%
September 30, 2017 18.77%
August 31, 2017 18.77%
July 31, 2017 18.77%
June 30, 2017 18.77%
May 31, 2017 18.77%
April 30, 2017 18.77%
March 31, 2017 18.77%

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

18.77%
Minimum
Jun 2016
37.99%
Maximum
Mar 2020
23.34%
Average
18.77%
Median
Jun 2016