Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1969. Upgrade now.
Date Value
April 30, 2021 36.19%
March 31, 2021 36.19%
February 28, 2021 36.19%
January 31, 2021 36.19%
December 31, 2020 36.19%
November 30, 2020 36.19%
October 31, 2020 36.19%
September 30, 2020 36.19%
August 31, 2020 36.19%
July 31, 2020 36.19%
June 30, 2020 36.19%
May 31, 2020 36.19%
April 30, 2020 36.19%
March 31, 2020 36.19%
February 29, 2020 32.83%
January 31, 2020 32.83%
December 31, 2019 32.83%
November 30, 2019 32.83%
October 31, 2019 32.83%
September 30, 2019 32.83%
August 31, 2019 32.83%
July 31, 2019 32.83%
June 30, 2019 32.83%
May 31, 2019 32.83%
April 30, 2019 32.83%
Date Value
March 31, 2019 32.83%
February 28, 2019 32.83%
January 31, 2019 32.83%
December 31, 2018 32.83%
November 30, 2018 32.83%
October 31, 2018 32.83%
September 30, 2018 32.83%
August 31, 2018 32.83%
July 31, 2018 32.83%
June 30, 2018 32.83%
May 31, 2018 32.83%
April 30, 2018 32.83%
March 31, 2018 32.83%
February 28, 2018 32.83%
January 31, 2018 32.83%
December 31, 2017 32.83%
November 30, 2017 32.83%
October 31, 2017 32.83%
September 30, 2017 32.83%
August 31, 2017 32.83%
July 31, 2017 32.83%
June 30, 2017 32.83%
May 31, 2017 32.83%
April 30, 2017 32.83%
March 31, 2017 32.83%

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

32.83%
Minimum
May 2016
36.19%
Maximum
Mar 2020
33.61%
Average
32.83%
Median
May 2016