Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 45.75%
January 31, 2021 45.75%
December 31, 2020 45.75%
November 30, 2020 45.75%
October 31, 2020 45.75%
September 30, 2020 45.75%
August 31, 2020 45.75%
July 31, 2020 45.75%
June 30, 2020 45.75%
May 31, 2020 45.75%
April 30, 2020 45.75%
March 31, 2020 45.75%
Date Value
February 29, 2020 28.10%
January 31, 2020 28.10%
December 31, 2019 28.10%
November 30, 2019 28.10%
October 31, 2019 28.10%
September 30, 2019 28.10%
August 31, 2019 28.10%
July 31, 2019 28.10%
June 30, 2019 28.10%
May 31, 2019 28.10%
April 30, 2019 28.10%
March 31, 2019 28.10%

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

28.10%
Minimum
Mar 2019
45.75%
Maximum
Mar 2020
36.93%
Average
36.93%
Median