Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 45.48%
July 31, 2021 45.48%
June 30, 2021 45.48%
May 31, 2021 45.48%
April 30, 2021 45.48%
March 31, 2021 45.48%
February 28, 2021 45.48%
January 31, 2021 45.48%
December 31, 2020 45.48%
November 30, 2020 45.48%
October 31, 2020 45.48%
September 30, 2020 45.48%
August 31, 2020 45.48%
July 31, 2020 45.48%
June 30, 2020 45.48%
May 31, 2020 45.48%
April 30, 2020 45.48%
March 31, 2020 45.48%
February 29, 2020 24.22%
January 31, 2020 24.22%
December 31, 2019 24.22%
November 30, 2019 24.22%
October 31, 2019 24.22%
September 30, 2019 24.22%
August 31, 2019 24.22%
Date Value
July 31, 2019 24.22%
June 30, 2019 24.22%
May 31, 2019 24.22%
April 30, 2019 24.22%
March 31, 2019 24.22%
February 28, 2019 24.22%
January 31, 2019 24.22%
December 31, 2018 24.22%
November 30, 2018 21.25%
October 31, 2018 21.25%
September 30, 2018 21.25%
August 31, 2018 21.25%
July 31, 2018 21.25%
June 30, 2018 21.25%
May 31, 2018 21.25%
April 30, 2018 21.25%
March 31, 2018 21.25%
February 28, 2018 21.25%
January 31, 2018 21.25%
December 31, 2017 21.25%
November 30, 2017 21.25%
October 31, 2017 21.25%
September 30, 2017 21.25%
August 31, 2017 21.25%
July 31, 2017 21.25%

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

21.25%
Minimum
Sep 2016
45.48%
Maximum
Mar 2020
29.26%
Average
24.22%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics