Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
April 30, 2021 31.51%
March 31, 2021 31.51%
February 28, 2021 31.51%
January 31, 2021 31.51%
December 31, 2020 31.51%
November 30, 2020 31.51%
October 31, 2020 31.51%
September 30, 2020 31.51%
August 31, 2020 31.51%
July 31, 2020 31.51%
June 30, 2020 31.51%
May 31, 2020 31.51%
April 30, 2020 31.51%
March 31, 2020 31.51%
February 29, 2020 20.53%
January 31, 2020 20.53%
December 31, 2019 20.53%
November 30, 2019 20.53%
October 31, 2019 20.53%
September 30, 2019 20.53%
August 31, 2019 20.53%
July 31, 2019 20.53%
June 30, 2019 20.53%
May 31, 2019 20.53%
April 30, 2019 20.53%
Date Value
March 31, 2019 20.53%
February 28, 2019 20.53%
January 31, 2019 20.53%
December 31, 2018 20.53%
November 30, 2018 18.58%
October 31, 2018 18.58%
September 30, 2018 18.58%
August 31, 2018 18.58%
July 31, 2018 18.58%
June 30, 2018 18.58%
May 31, 2018 18.58%
April 30, 2018 18.58%
March 31, 2018 18.58%
February 28, 2018 18.58%
January 31, 2018 18.58%
December 31, 2017 18.58%
November 30, 2017 18.58%
October 31, 2017 18.58%
September 30, 2017 18.58%
August 31, 2017 18.58%
July 31, 2017 18.58%
June 30, 2017 18.58%
May 31, 2017 18.58%
April 30, 2017 18.58%
March 31, 2017 18.58%

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

18.58%
Minimum
Sep 2016
31.51%
Maximum
Mar 2020
22.43%
Average
20.53%
Median
Dec 2018