Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
April 30, 2022 99.88%
March 31, 2022 99.88%
February 28, 2022 99.88%
January 31, 2022 99.88%
December 31, 2021 99.88%
November 30, 2021 99.88%
October 31, 2021 99.88%
September 30, 2021 99.88%
August 31, 2021 99.88%
July 31, 2021 99.88%
June 30, 2021 99.88%
May 31, 2021 99.88%
April 30, 2021 99.88%
March 31, 2021 99.88%
February 28, 2021 99.88%
January 31, 2021 99.86%
December 31, 2020 99.86%
November 30, 2020 99.83%
October 31, 2020 99.76%
September 30, 2020 99.71%
August 31, 2020 99.70%
July 31, 2020 99.70%
June 30, 2020 99.64%
May 31, 2020 99.52%
April 30, 2020 99.34%
Date Value
March 31, 2020 98.81%
February 29, 2020 98.81%
January 31, 2020 98.78%
December 31, 2019 98.78%
November 30, 2019 98.55%
October 31, 2019 98.21%
September 30, 2019 98.21%
August 31, 2019 98.21%
July 31, 2019 98.21%
June 30, 2019 98.21%
May 31, 2019 98.21%
April 30, 2019 98.21%
March 31, 2019 98.05%
February 28, 2019 97.88%
January 31, 2019 97.67%
December 31, 2018 97.67%
November 30, 2018 97.67%
October 31, 2018 97.67%
September 30, 2018 97.67%
August 31, 2018 97.67%
July 31, 2018 97.67%
June 30, 2018 97.64%
May 31, 2018 97.18%
April 30, 2018 97.02%
March 31, 2018 97.02%

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

90.16%
Minimum
May 2017
99.88%
Maximum
Feb 2021
98.19%
Average
98.38%
Median