Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1990. Upgrade now.
Date Value
March 31, 2021 43.31%
February 28, 2021 43.31%
January 31, 2021 43.31%
December 31, 2020 43.31%
November 30, 2020 43.31%
October 31, 2020 43.31%
September 30, 2020 43.31%
August 31, 2020 43.31%
July 31, 2020 43.31%
June 30, 2020 43.31%
May 31, 2020 43.31%
April 30, 2020 43.31%
March 31, 2020 43.31%
February 29, 2020 28.66%
January 31, 2020 28.66%
December 31, 2019 28.66%
November 30, 2019 28.66%
October 31, 2019 28.66%
September 30, 2019 28.66%
August 31, 2019 28.66%
July 31, 2019 28.66%
June 30, 2019 28.66%
May 31, 2019 28.66%
April 30, 2019 28.66%
March 31, 2019 28.66%
Date Value
February 28, 2019 28.66%
January 31, 2019 28.66%
December 31, 2018 28.66%
November 30, 2018 21.65%
October 31, 2018 21.65%
September 30, 2018 21.65%
August 31, 2018 21.65%
July 31, 2018 21.65%
June 30, 2018 21.65%
May 31, 2018 21.65%
April 30, 2018 21.65%
March 31, 2018 21.65%
February 28, 2018 21.65%
January 31, 2018 21.65%
December 31, 2017 21.65%
November 30, 2017 21.65%
October 31, 2017 21.65%
September 30, 2017 21.65%
August 31, 2017 21.65%
July 31, 2017 21.65%
June 30, 2017 21.65%
May 31, 2017 21.65%
April 30, 2017 21.65%
March 31, 2017 21.65%
February 28, 2017 21.65%

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

21.65%
Minimum
Oct 2016
43.31%
Maximum
Mar 2020
28.88%
Average
28.66%
Median
Dec 2018