Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
September 30, 2021 51.96%
August 31, 2021 51.96%
July 31, 2021 51.96%
June 30, 2021 51.96%
May 31, 2021 51.96%
April 30, 2021 51.96%
March 31, 2021 51.96%
February 28, 2021 51.96%
January 31, 2021 51.96%
December 31, 2020 51.96%
November 30, 2020 51.96%
October 31, 2020 51.96%
September 30, 2020 51.96%
August 31, 2020 51.96%
July 31, 2020 51.96%
June 30, 2020 51.96%
May 31, 2020 51.96%
April 30, 2020 51.96%
March 31, 2020 51.96%
February 29, 2020 26.73%
January 31, 2020 26.73%
December 31, 2019 26.73%
November 30, 2019 26.73%
October 31, 2019 26.73%
September 30, 2019 26.73%
Date Value
August 31, 2019 26.73%
July 31, 2019 26.73%
June 30, 2019 26.73%
May 31, 2019 26.73%
April 30, 2019 26.73%
March 31, 2019 26.73%
February 28, 2019 26.73%
January 31, 2019 26.73%
December 31, 2018 26.73%
November 30, 2018 18.97%
October 31, 2018 18.97%
September 30, 2018 18.97%
August 31, 2018 18.97%
July 31, 2018 18.97%
June 30, 2018 18.97%
May 31, 2018 18.97%
April 30, 2018 18.97%
March 31, 2018 18.97%
February 28, 2018 18.97%
January 31, 2018 18.97%
December 31, 2017 18.97%
November 30, 2017 18.97%
October 31, 2017 18.97%
September 30, 2017 18.97%
August 31, 2017 18.97%

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

18.97%
Minimum
Oct 2016
51.96%
Maximum
Mar 2020
31.36%
Average
26.73%
Median
Dec 2018