Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 42.75%
August 31, 2021 42.75%
July 31, 2021 42.75%
June 30, 2021 42.75%
May 31, 2021 42.75%
April 30, 2021 42.75%
March 31, 2021 42.75%
February 28, 2021 42.75%
January 31, 2021 42.75%
December 31, 2020 42.75%
November 30, 2020 42.75%
October 31, 2020 42.75%
September 30, 2020 42.75%
August 31, 2020 42.75%
July 31, 2020 42.75%
June 30, 2020 42.75%
May 31, 2020 42.75%
April 30, 2020 42.75%
March 31, 2020 42.75%
February 29, 2020 20.67%
January 31, 2020 20.67%
December 31, 2019 20.67%
November 30, 2019 20.67%
October 31, 2019 20.67%
September 30, 2019 20.67%
Date Value
August 31, 2019 20.67%
July 31, 2019 20.67%
June 30, 2019 20.67%
May 31, 2019 20.67%
April 30, 2019 20.67%
March 31, 2019 20.67%
February 28, 2019 20.67%
January 31, 2019 20.67%
December 31, 2018 20.67%
November 30, 2018 18.64%
October 31, 2018 18.64%
September 30, 2018 18.64%
August 31, 2018 18.64%
July 31, 2018 18.64%
June 30, 2018 18.64%
May 31, 2018 18.64%
April 30, 2018 18.64%
March 31, 2018 18.64%
February 28, 2018 18.64%
January 31, 2018 18.64%
December 31, 2017 18.64%
November 30, 2017 18.64%
October 31, 2017 18.64%
September 30, 2017 18.64%
August 31, 2017 18.64%

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

18.64%
Minimum
Oct 2016
42.75%
Maximum
Mar 2020
26.78%
Average
20.67%
Median
Dec 2018