Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1981. Upgrade now.
Date Value
June 30, 2021 32.97%
May 31, 2021 32.97%
April 30, 2021 32.97%
March 31, 2021 32.97%
February 28, 2021 32.97%
January 31, 2021 32.97%
December 31, 2020 32.97%
November 30, 2020 32.97%
October 31, 2020 32.97%
September 30, 2020 32.97%
August 31, 2020 32.97%
July 31, 2020 32.97%
June 30, 2020 32.97%
May 31, 2020 32.97%
April 30, 2020 32.97%
March 31, 2020 32.97%
February 29, 2020 22.95%
January 31, 2020 22.95%
December 31, 2019 22.95%
November 30, 2019 22.95%
October 31, 2019 22.95%
September 30, 2019 22.95%
August 31, 2019 22.95%
July 31, 2019 22.95%
June 30, 2019 22.95%
Date Value
May 31, 2019 22.95%
April 30, 2019 22.95%
March 31, 2019 22.95%
February 28, 2019 22.95%
January 31, 2019 22.95%
December 31, 2018 22.95%
November 30, 2018 18.24%
October 31, 2018 18.24%
September 30, 2018 18.24%
August 31, 2018 18.24%
July 31, 2018 18.24%
June 30, 2018 18.24%
May 31, 2018 18.24%
April 30, 2018 18.24%
March 31, 2018 18.24%
February 28, 2018 18.24%
January 31, 2018 18.24%
December 31, 2017 18.24%
November 30, 2017 18.24%
October 31, 2017 18.24%
September 30, 2017 18.24%
August 31, 2017 18.24%
July 31, 2017 18.24%
June 30, 2017 18.24%
May 31, 2017 18.24%

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

18.24%
Minimum
Aug 2016
32.97%
Maximum
Mar 2020
23.35%
Average
22.95%
Median
Dec 2018