Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
December 31, 2020 10.26%
November 30, 2020 10.26%
October 31, 2020 10.26%
September 30, 2020 10.26%
August 31, 2020 10.26%
July 31, 2020 10.26%
June 30, 2020 10.26%
May 31, 2020 10.26%
April 30, 2020 10.26%
March 31, 2020 10.26%
February 29, 2020 3.48%
January 31, 2020 3.48%
December 31, 2019 3.48%
November 30, 2019 3.48%
October 31, 2019 3.48%
September 30, 2019 3.48%
August 31, 2019 3.48%
July 31, 2019 3.48%
June 30, 2019 3.48%
May 31, 2019 3.48%
April 30, 2019 3.48%
March 31, 2019 3.48%
February 28, 2019 3.48%
January 31, 2019 3.48%
December 31, 2018 3.48%
Date Value
November 30, 2018 3.48%
October 31, 2018 3.48%
September 30, 2018 3.48%
August 31, 2018 3.48%
July 31, 2018 3.48%
June 30, 2018 5.20%
May 31, 2018 5.20%
April 30, 2018 5.20%
March 31, 2018 5.20%
February 28, 2018 5.20%
January 31, 2018 5.20%
December 31, 2017 5.20%
November 30, 2017 5.20%
October 31, 2017 5.20%
September 30, 2017 5.20%
August 31, 2017 5.20%
July 31, 2017 5.20%
June 30, 2017 5.20%
May 31, 2017 5.20%
April 30, 2017 5.20%
March 31, 2017 5.20%
February 28, 2017 5.20%
January 31, 2017 5.20%
December 31, 2016 5.20%
November 30, 2016 5.20%

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

3.48%
Minimum
Jul 2018
10.26%
Maximum
Mar 2020
5.47%
Average
5.20%
Median
Jan 2016