Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
April 30, 2021 35.37%
March 31, 2021 35.37%
February 28, 2021 35.37%
January 31, 2021 35.37%
December 31, 2020 35.37%
November 30, 2020 35.37%
October 31, 2020 35.37%
September 30, 2020 35.37%
August 31, 2020 35.37%
July 31, 2020 35.37%
June 30, 2020 35.37%
May 31, 2020 35.37%
April 30, 2020 35.37%
March 31, 2020 35.37%
February 29, 2020 22.07%
January 31, 2020 22.07%
December 31, 2019 22.07%
November 30, 2019 22.07%
October 31, 2019 22.07%
September 30, 2019 22.07%
August 31, 2019 22.07%
July 31, 2019 22.07%
June 30, 2019 22.07%
May 31, 2019 22.07%
April 30, 2019 22.07%
Date Value
March 31, 2019 22.07%
February 28, 2019 22.07%
January 31, 2019 22.07%
December 31, 2018 22.07%
November 30, 2018 18.55%
October 31, 2018 18.55%
September 30, 2018 18.55%
August 31, 2018 18.55%
July 31, 2018 18.55%
June 30, 2018 18.55%
May 31, 2018 18.55%
April 30, 2018 18.55%
March 31, 2018 18.55%
February 28, 2018 18.55%
January 31, 2018 18.55%
December 31, 2017 18.55%
November 30, 2017 18.55%
October 31, 2017 18.55%
September 30, 2017 18.55%
August 31, 2017 18.55%
July 31, 2017 18.55%
June 30, 2017 18.55%
May 31, 2017 18.55%
April 30, 2017 18.55%
March 31, 2017 18.55%

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

18.55%
Minimum
Aug 2016
35.37%
Maximum
Mar 2020
23.62%
Average
22.07%
Median
Dec 2018