Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 17.70%
August 31, 2020 17.70%
July 31, 2020 17.70%
June 30, 2020 17.70%
May 31, 2020 17.45%
April 30, 2020 17.45%
Date Value
March 31, 2020 17.45%
February 29, 2020 14.54%
January 31, 2020 14.54%
December 31, 2019 14.54%
November 30, 2019 14.54%
October 31, 2019 14.54%

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).

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Max Drawdown (5Y) Range, Past 5 Years

14.54%
Minimum
Oct 2019
17.70%
Maximum
Jun 2020
16.32%
Average
17.45%
Median
Mar 2020