Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
April 30, 2022 31.31%
March 31, 2022 31.31%
February 28, 2022 31.31%
January 31, 2022 31.31%
December 31, 2021 31.31%
November 30, 2021 31.31%
October 31, 2021 31.31%
September 30, 2021 31.31%
August 31, 2021 31.31%
July 31, 2021 31.31%
June 30, 2021 31.31%
May 31, 2021 31.31%
April 30, 2021 31.31%
March 31, 2021 31.31%
February 28, 2021 31.31%
January 31, 2021 31.31%
December 31, 2020 31.31%
November 30, 2020 31.31%
October 31, 2020 31.31%
September 30, 2020 31.31%
August 31, 2020 31.31%
July 31, 2020 31.31%
June 30, 2020 31.31%
May 31, 2020 31.31%
April 30, 2020 31.31%
Date Value
March 31, 2020 31.31%
February 29, 2020 18.10%
January 31, 2020 18.10%
December 31, 2019 18.10%
November 30, 2019 18.10%
October 31, 2019 18.10%
September 30, 2019 18.10%
August 31, 2019 18.10%
July 31, 2019 18.10%
June 30, 2019 18.10%
May 31, 2019 18.10%
April 30, 2019 18.10%
March 31, 2019 18.10%
February 28, 2019 18.10%
January 31, 2019 18.10%
December 31, 2018 18.10%
November 30, 2018 18.10%
October 31, 2018 21.65%
September 30, 2018 22.84%
August 31, 2018 22.84%
July 31, 2018 22.84%
June 30, 2018 24.35%
May 31, 2018 24.35%
April 30, 2018 24.35%
March 31, 2018 24.35%

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

18.10%
Minimum
Nov 2018
31.31%
Maximum
Mar 2020
25.58%
Average
24.35%
Median
May 2017