Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
August 31, 2021 45.49%
July 31, 2021 45.49%
June 30, 2021 45.49%
May 31, 2021 45.49%
April 30, 2021 45.49%
March 31, 2021 45.49%
February 28, 2021 45.49%
January 31, 2021 45.49%
December 31, 2020 45.49%
November 30, 2020 45.49%
October 31, 2020 45.49%
September 30, 2020 45.49%
August 31, 2020 45.49%
July 31, 2020 45.49%
June 30, 2020 45.49%
May 31, 2020 45.49%
April 30, 2020 45.49%
March 31, 2020 45.49%
February 29, 2020 28.79%
January 31, 2020 28.79%
December 31, 2019 28.79%
November 30, 2019 28.79%
October 31, 2019 28.79%
September 30, 2019 28.79%
August 31, 2019 28.79%
Date Value
July 31, 2019 28.79%
June 30, 2019 28.79%
May 31, 2019 28.79%
April 30, 2019 28.79%
March 31, 2019 28.79%
February 28, 2019 28.79%
January 31, 2019 28.79%
December 31, 2018 28.79%
November 30, 2018 28.79%
October 31, 2018 28.79%
September 30, 2018 28.79%
August 31, 2018 28.79%
July 31, 2018 28.79%
June 30, 2018 28.79%
May 31, 2018 28.79%
April 30, 2018 28.79%
March 31, 2018 28.79%
February 28, 2018 28.79%
January 31, 2018 28.79%
December 31, 2017 28.79%
November 30, 2017 28.79%
October 31, 2017 28.79%
September 30, 2017 28.79%
August 31, 2017 28.79%
July 31, 2017 28.79%

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

28.79%
Minimum
Sep 2016
45.49%
Maximum
Mar 2020
33.80%
Average
28.79%
Median
Sep 2016