Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
June 30, 2021 63.16%
May 31, 2021 63.16%
April 30, 2021 63.16%
March 31, 2021 63.16%
February 28, 2021 63.16%
January 31, 2021 63.73%
December 31, 2020 63.73%
November 30, 2020 68.24%
October 31, 2020 68.67%
September 30, 2020 68.67%
August 31, 2020 68.67%
July 31, 2020 68.67%
June 30, 2020 68.67%
May 31, 2020 68.67%
April 30, 2020 68.67%
March 31, 2020 68.67%
February 29, 2020 68.67%
January 31, 2020 68.67%
December 31, 2019 68.67%
November 30, 2019 68.67%
October 31, 2019 68.67%
September 30, 2019 68.67%
August 31, 2019 68.67%
July 31, 2019 68.67%
June 30, 2019 68.67%
Date Value
May 31, 2019 68.67%
April 30, 2019 68.67%
March 31, 2019 68.67%
February 28, 2019 68.67%
January 31, 2019 68.67%
December 31, 2018 68.67%
November 30, 2018 68.67%
October 31, 2018 68.67%
September 30, 2018 68.67%
August 31, 2018 68.67%
July 31, 2018 68.67%
June 30, 2018 68.67%
May 31, 2018 68.67%
April 30, 2018 68.67%
March 31, 2018 68.67%
February 28, 2018 68.67%
January 31, 2018 68.67%
December 31, 2017 68.67%
November 30, 2017 68.67%
October 31, 2017 68.67%
September 30, 2017 68.67%
August 31, 2017 68.67%
July 31, 2017 68.67%
June 30, 2017 68.67%
May 31, 2017 68.67%

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

63.16%
Minimum
Feb 2021
68.67%
Maximum
Aug 2016
68.03%
Average
68.67%
Median
Aug 2016