Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1985. Upgrade now.
Date Value
April 30, 2021 54.32%
March 31, 2021 54.32%
February 28, 2021 54.32%
January 31, 2021 54.32%
December 31, 2020 54.32%
November 30, 2020 54.32%
October 31, 2020 54.32%
September 30, 2020 54.32%
August 31, 2020 54.32%
July 31, 2020 54.32%
June 30, 2020 54.32%
May 31, 2020 54.32%
April 30, 2020 54.32%
March 31, 2020 54.32%
February 29, 2020 29.26%
January 31, 2020 29.26%
December 31, 2019 29.26%
November 30, 2019 29.26%
October 31, 2019 29.26%
September 30, 2019 29.26%
August 31, 2019 29.26%
July 31, 2019 29.26%
June 30, 2019 29.26%
May 31, 2019 29.26%
April 30, 2019 29.26%
Date Value
March 31, 2019 29.26%
February 28, 2019 29.26%
January 31, 2019 29.26%
December 31, 2018 29.26%
November 30, 2018 29.26%
October 31, 2018 29.26%
September 30, 2018 29.26%
August 31, 2018 29.26%
July 31, 2018 29.26%
June 30, 2018 29.26%
May 31, 2018 29.26%
April 30, 2018 29.26%
March 31, 2018 29.26%
February 28, 2018 29.26%
January 31, 2018 29.26%
December 31, 2017 29.26%
November 30, 2017 29.26%
October 31, 2017 29.26%
September 30, 2017 29.26%
August 31, 2017 29.26%
July 31, 2017 29.26%
June 30, 2017 29.26%
May 31, 2017 29.26%
April 30, 2017 29.26%
March 31, 2017 29.26%

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

29.26%
Minimum
Aug 2016
54.32%
Maximum
Mar 2020
35.33%
Average
29.26%
Median
Aug 2016