Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
July 31, 2021 36.79%
June 30, 2021 36.79%
May 31, 2021 36.79%
April 30, 2021 36.79%
March 31, 2021 36.79%
February 28, 2021 36.79%
January 31, 2021 36.79%
December 31, 2020 36.79%
November 30, 2020 36.79%
October 31, 2020 36.79%
September 30, 2020 36.79%
August 31, 2020 36.79%
July 31, 2020 36.79%
June 30, 2020 36.79%
May 31, 2020 36.79%
April 30, 2020 36.79%
March 31, 2020 36.79%
February 29, 2020 24.98%
January 31, 2020 24.98%
December 31, 2019 24.98%
November 30, 2019 24.98%
October 31, 2019 24.98%
September 30, 2019 24.98%
August 31, 2019 24.98%
July 31, 2019 24.98%
Date Value
June 30, 2019 24.98%
May 31, 2019 24.98%
April 30, 2019 24.98%
March 31, 2019 24.98%
February 28, 2019 24.98%
January 31, 2019 24.98%
December 31, 2018 24.98%
November 30, 2018 21.53%
October 31, 2018 21.53%
September 30, 2018 21.53%
August 31, 2018 21.53%
July 31, 2018 21.53%
June 30, 2018 21.53%
May 31, 2018 21.53%
April 30, 2018 21.53%
March 31, 2018 21.53%
February 28, 2018 21.53%
January 31, 2018 21.53%
December 31, 2017 21.53%
November 30, 2017 21.53%
October 31, 2017 21.53%
September 30, 2017 21.53%
August 31, 2017 21.53%
July 31, 2017 21.53%
June 30, 2017 21.53%

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

21.53%
Minimum
Aug 2016
36.79%
Maximum
Mar 2020
26.72%
Average
24.98%
Median
Dec 2018