Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
March 31, 2021 28.17%
February 28, 2021 28.17%
January 31, 2021 28.17%
December 31, 2020 28.17%
November 30, 2020 28.17%
October 31, 2020 28.17%
September 30, 2020 28.17%
August 31, 2020 28.17%
July 31, 2020 28.17%
June 30, 2020 28.17%
May 31, 2020 28.17%
April 30, 2020 28.17%
March 31, 2020 28.17%
February 29, 2020 23.10%
January 31, 2020 23.10%
December 31, 2019 23.10%
November 30, 2019 23.10%
October 31, 2019 23.10%
September 30, 2019 23.10%
August 31, 2019 23.10%
July 31, 2019 23.10%
June 30, 2019 23.10%
May 31, 2019 23.10%
April 30, 2019 23.10%
March 31, 2019 23.10%
Date Value
February 28, 2019 23.10%
January 31, 2019 23.10%
December 31, 2018 23.10%
November 30, 2018 16.35%
October 31, 2018 16.35%
September 30, 2018 16.35%
August 31, 2018 16.35%
July 31, 2018 16.35%
June 30, 2018 16.35%
May 31, 2018 16.35%
April 30, 2018 16.35%
March 31, 2018 16.35%
February 28, 2018 16.35%
January 31, 2018 16.35%
December 31, 2017 16.35%
November 30, 2017 16.35%
October 31, 2017 16.35%
September 30, 2017 16.35%
August 31, 2017 16.35%
July 31, 2017 16.35%
June 30, 2017 16.35%
May 31, 2017 16.35%
April 30, 2017 16.35%
March 31, 2017 16.35%
February 28, 2017 16.35%

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

16.35%
Minimum
Apr 2016
28.17%
Maximum
Mar 2020
20.60%
Average
16.35%
Median
Apr 2016