The United States women’s national team has lost two straight games and gone winless in three for the first time in 13 years after losing 5-3 to Denmark on Monday at the Algarve Cup in Albufeira, Portugal.

Ranked No. 1 in the world since March 2008, the U.S. women last lost two consecutive matches at the 2001 Algarve Cup, falling to Sweden and Norway. They would tie Canada in a next game later that year for a three-game winless streak.

Five goals conceded is also a record for the United States.

The U.S. has won the Algarve Cup nine times, but will play North Korea in the 7th place game on Wednesday. World No. 2 Germany will play Japan in the Algarve Cup final.

Friday brought the end of a 43-game, two-year unbeaten streak for the U.S. women with a 1-0 loss to Sweden. That followed a 1-1 draw with third-ranked Japan to open the tournament last Wednesday.

“The results in this tournament are obviously not up to our standards,” U.S. captain Christie Rampone said. “We have to re-focus and re-evaluate and we will get better leading into the rest of the year. A lot of young players got some time against great teams and that can only help moving forward.”

A late push from the U.S. on Monday that saw goals from Sydney Leroux and Megan Rapinoe cut Denmark’s lead to 4-3 wasn’t enough. The Americans were caught on the counterattack in stoppage time as Denmark iced the game for a 5-3 victory.

Denmark jumped out to a shocking 3-0 lead in the first half. Katrine Veje opened the scoring in the 23rd minute on sizzling long-range effort that struck the inside of the post, out of the reach of U.S. goalkeeper Hope Solo. Nadia Nadim scored in the 35th minute and Simone Sorensen added another four minutes later to extend the lead.

U.S. striker Christen Press got one back in the 51st minute on a through-ball from Heather O’Reilly, but Denmark’s Johanna Rasmussen scored on a counterattack just over 10 minutes later to extend the Danes’ lead to 4-1. Leroux’s goal followed immediately and Rapinoe gave the Americans hope with 20 minutes to play, but a late flurry that included the insertion of Abby Wambach into the lineup in the 85th minute wasn’t enough to prevent a low-point for the Americans just over a year before the 2015 World Cup.

While Algarve Cup matches are considered friendlies and both Alex Morgan (injured) and Lauren Holiday (personal reasons) did not make the trip, the message is out: The United States women are not invincible. The front page of a major Swedish daily newspaper rang that alarm loud and clear after Sweden’s win, noting “The Crown Has Fallen”:

The front page of the sport section of Sweden’s biggest daily. Sweden and the #uswnt undefeated streak pic.twitter.com/dodgVy5n69 — Daniel (@DandalBs) March 8, 2014

Monday’s result will have eyes wide-open around the world. That’s what happened in the fall of 2010, when the U.S. faltered in World Cup qualifying and had to enter a two-leg playoff with Italy to become the last team to make it into the competition. Their form and future were questioned then, and they rebounded with a second-place finish at the World Cup. After a rough week in Portugal, the United States faces adversity once again.