Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
March 31, 2021 34.26%
February 28, 2021 34.26%
January 31, 2021 34.26%
December 31, 2020 34.26%
November 30, 2020 34.26%
October 31, 2020 34.26%
September 30, 2020 34.26%
August 31, 2020 34.26%
July 31, 2020 34.26%
June 30, 2020 34.26%
May 31, 2020 34.26%
April 30, 2020 34.26%
March 31, 2020 34.26%
February 29, 2020 19.93%
January 31, 2020 19.93%
December 31, 2019 19.93%
November 30, 2019 19.93%
October 31, 2019 19.93%
September 30, 2019 19.93%
August 31, 2019 19.93%
July 31, 2019 19.93%
June 30, 2019 19.93%
May 31, 2019 19.93%
April 30, 2019 19.93%
March 31, 2019 19.93%
Date Value
February 28, 2019 19.93%
January 31, 2019 19.93%
December 31, 2018 19.93%
November 30, 2018 16.45%
October 31, 2018 16.45%
September 30, 2018 16.45%
August 31, 2018 16.45%
July 31, 2018 16.45%
June 30, 2018 16.45%
May 31, 2018 16.45%
April 30, 2018 16.45%
March 31, 2018 16.45%
February 28, 2018 16.45%
January 31, 2018 16.45%
December 31, 2017 16.45%
November 30, 2017 16.45%
October 31, 2017 16.45%
September 30, 2017 16.45%
August 31, 2017 16.45%
July 31, 2017 16.45%
June 30, 2017 16.45%
May 31, 2017 16.45%
April 30, 2017 16.45%
March 31, 2017 16.45%
February 28, 2017 16.45%

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

16.45%
Minimum
Oct 2016
34.26%
Maximum
Mar 2020
22.08%
Average
19.93%
Median
Dec 2018