Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
August 31, 2021 44.44%
July 31, 2021 44.44%
June 30, 2021 44.44%
May 31, 2021 44.44%
April 30, 2021 44.44%
March 31, 2021 44.44%
February 28, 2021 44.44%
January 31, 2021 44.44%
December 31, 2020 44.44%
November 30, 2020 44.44%
October 31, 2020 44.44%
September 30, 2020 44.44%
August 31, 2020 44.44%
July 31, 2020 44.44%
June 30, 2020 44.44%
May 31, 2020 44.44%
April 30, 2020 44.44%
March 31, 2020 44.44%
February 29, 2020 23.64%
January 31, 2020 23.64%
December 31, 2019 23.64%
November 30, 2019 23.64%
October 31, 2019 23.64%
September 30, 2019 23.64%
August 31, 2019 23.64%
Date Value
July 31, 2019 23.64%
June 30, 2019 23.64%
May 31, 2019 23.64%
April 30, 2019 23.64%
March 31, 2019 23.64%
February 28, 2019 23.64%
January 31, 2019 23.64%
December 31, 2018 23.64%
November 30, 2018 18.66%
October 31, 2018 18.66%
September 30, 2018 18.66%
August 31, 2018 18.66%
July 31, 2018 18.66%
June 30, 2018 18.66%
May 31, 2018 18.66%
April 30, 2018 18.66%
March 31, 2018 18.66%
February 28, 2018 18.66%
January 31, 2018 18.66%
December 31, 2017 18.66%
November 30, 2017 18.66%
October 31, 2017 18.66%
September 30, 2017 18.66%
August 31, 2017 18.66%
July 31, 2017 18.66%

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

18.66%
Minimum
Sep 2016
44.44%
Maximum
Mar 2020
27.64%
Average
23.64%
Median
Dec 2018