Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
November 30, 2020 10.21%
October 31, 2020 10.21%
September 30, 2020 10.21%
August 31, 2020 10.21%
July 31, 2020 10.21%
June 30, 2020 10.21%
May 31, 2020 10.21%
April 30, 2020 10.21%
March 31, 2020 10.21%
February 29, 2020 10.21%
January 31, 2020 10.21%
December 31, 2019 10.21%
November 30, 2019 10.21%
October 31, 2019 10.21%
September 30, 2019 10.21%
August 31, 2019 10.21%
July 31, 2019 10.21%
June 30, 2019 10.21%
May 31, 2019 10.21%
April 30, 2019 10.21%
March 31, 2019 10.21%
February 28, 2019 10.21%
January 31, 2019 10.21%
December 31, 2018 10.21%
November 30, 2018 10.21%
Date Value
October 31, 2018 10.21%
September 30, 2018 10.21%
August 31, 2018 10.21%
July 31, 2018 10.21%
June 30, 2018 10.21%
May 31, 2018 10.21%
April 30, 2018 10.21%
March 31, 2018 10.21%
February 28, 2018 10.21%
January 31, 2018 10.21%
December 31, 2017 10.21%
November 30, 2017 10.21%
October 31, 2017 10.21%
September 30, 2017 10.21%
August 31, 2017 10.21%
July 31, 2017 10.21%
June 30, 2017 10.21%
May 31, 2017 10.21%
April 30, 2017 10.21%
March 31, 2017 10.21%
February 28, 2017 10.21%
January 31, 2017 10.21%
December 31, 2016 10.21%
November 30, 2016 10.21%
October 31, 2016 10.21%

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

6.62%
Minimum
Dec 2015
10.21%
Maximum
Feb 2016
10.13%
Average
10.21%
Median
Feb 2016