Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
April 30, 2021 44.60%
March 31, 2021 44.60%
February 28, 2021 44.60%
January 31, 2021 44.60%
December 31, 2020 44.60%
November 30, 2020 44.60%
October 31, 2020 44.60%
September 30, 2020 44.60%
August 31, 2020 44.60%
July 31, 2020 44.60%
June 30, 2020 44.60%
May 31, 2020 44.60%
April 30, 2020 44.60%
March 31, 2020 44.60%
February 29, 2020 28.81%
January 31, 2020 28.81%
December 31, 2019 28.81%
November 30, 2019 28.81%
October 31, 2019 28.81%
September 30, 2019 28.81%
August 31, 2019 28.81%
July 31, 2019 28.81%
June 30, 2019 28.81%
May 31, 2019 28.81%
April 30, 2019 28.81%
Date Value
March 31, 2019 28.81%
February 28, 2019 28.81%
January 31, 2019 28.81%
December 31, 2018 28.81%
November 30, 2018 21.76%
October 31, 2018 21.76%
September 30, 2018 21.76%
August 31, 2018 21.76%
July 31, 2018 21.76%
June 30, 2018 21.76%
May 31, 2018 21.76%
April 30, 2018 21.76%
March 31, 2018 21.76%
February 28, 2018 21.76%
January 31, 2018 21.76%
December 31, 2017 21.76%
November 30, 2017 21.76%
October 31, 2017 21.76%
September 30, 2017 21.76%
August 31, 2017 21.76%
July 31, 2017 21.76%
June 30, 2017 21.76%
May 31, 2017 21.76%
April 30, 2017 21.76%
March 31, 2017 21.76%

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

21.76%
Minimum
Sep 2016
44.60%
Maximum
Mar 2020
29.32%
Average
28.81%
Median
Dec 2018