Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
February 28, 2021 33.78%
January 31, 2021 33.78%
December 31, 2020 33.78%
November 30, 2020 33.78%
October 31, 2020 33.78%
September 30, 2020 33.78%
August 31, 2020 33.78%
July 31, 2020 33.78%
June 30, 2020 33.78%
May 31, 2020 33.78%
April 30, 2020 33.78%
March 31, 2020 33.78%
February 29, 2020 22.11%
January 31, 2020 22.11%
December 31, 2019 22.11%
November 30, 2019 22.11%
October 31, 2019 22.11%
September 30, 2019 22.11%
August 31, 2019 22.11%
July 31, 2019 22.11%
June 30, 2019 22.11%
May 31, 2019 22.11%
April 30, 2019 22.11%
March 31, 2019 22.11%
February 28, 2019 22.11%
Date Value
January 31, 2019 22.11%
December 31, 2018 22.11%
November 30, 2018 19.80%
October 31, 2018 19.80%
September 30, 2018 19.80%
August 31, 2018 19.80%
July 31, 2018 19.80%
June 30, 2018 19.80%
May 31, 2018 19.80%
April 30, 2018 19.80%
March 31, 2018 19.80%
February 28, 2018 19.80%
January 31, 2018 19.80%
December 31, 2017 19.80%
November 30, 2017 19.80%
October 31, 2017 19.80%
September 30, 2017 19.80%
August 31, 2017 19.80%
July 31, 2017 19.80%
June 30, 2017 19.80%
May 31, 2017 19.80%
April 30, 2017 19.80%
March 31, 2017 19.80%
February 28, 2017 19.80%
January 31, 2017 19.80%

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

19.80%
Minimum
Aug 2016
33.78%
Maximum
Mar 2020
23.59%
Average
22.11%
Median
Dec 2018