Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
June 30, 2021 44.51%
May 31, 2021 44.51%
April 30, 2021 44.51%
March 31, 2021 44.51%
February 28, 2021 44.51%
January 31, 2021 44.51%
December 31, 2020 44.51%
November 30, 2020 44.51%
October 31, 2020 44.51%
September 30, 2020 44.51%
August 31, 2020 44.51%
July 31, 2020 44.51%
June 30, 2020 44.51%
May 31, 2020 44.51%
April 30, 2020 44.51%
March 31, 2020 44.51%
February 29, 2020 23.18%
January 31, 2020 23.18%
December 31, 2019 23.18%
November 30, 2019 23.18%
October 31, 2019 23.18%
September 30, 2019 23.18%
August 31, 2019 23.18%
July 31, 2019 23.18%
June 30, 2019 23.18%
Date Value
May 31, 2019 23.18%
April 30, 2019 23.18%
March 31, 2019 23.18%
February 28, 2019 23.18%
January 31, 2019 23.18%
December 31, 2018 23.18%
November 30, 2018 22.60%
October 31, 2018 22.60%
September 30, 2018 22.60%
August 31, 2018 22.60%
July 31, 2018 22.60%
June 30, 2018 22.60%
May 31, 2018 22.60%
April 30, 2018 22.60%
March 31, 2018 22.60%
February 28, 2018 22.60%
January 31, 2018 22.60%
December 31, 2017 22.60%
November 30, 2017 22.60%
October 31, 2017 22.60%
September 30, 2017 22.60%
August 31, 2017 22.60%
July 31, 2017 22.60%
June 30, 2017 22.60%
May 31, 2017 22.60%

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

22.60%
Minimum
Sep 2016
44.51%
Maximum
Mar 2020
28.74%
Average
23.18%
Median
Dec 2018