Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
April 30, 2022 24.81%
March 31, 2022 24.81%
February 28, 2022 24.81%
January 31, 2022 24.81%
December 31, 2021 24.81%
November 30, 2021 24.81%
October 31, 2021 24.81%
September 30, 2021 24.81%
August 31, 2021 24.81%
July 31, 2021 24.81%
June 30, 2021 24.81%
May 31, 2021 24.81%
April 30, 2021 24.81%
March 31, 2021 24.81%
February 28, 2021 24.81%
January 31, 2021 24.81%
December 31, 2020 24.81%
November 30, 2020 24.81%
October 31, 2020 24.81%
September 30, 2020 24.81%
August 31, 2020 24.81%
July 31, 2020 24.81%
June 30, 2020 24.81%
May 31, 2020 24.81%
April 30, 2020 24.81%
Date Value
March 31, 2020 24.81%
February 29, 2020 15.65%
January 31, 2020 15.65%
December 31, 2019 15.65%
November 30, 2019 15.65%
October 31, 2019 15.65%
September 30, 2019 15.65%
August 31, 2019 15.65%
July 31, 2019 15.65%
June 30, 2019 15.65%
May 31, 2019 15.65%
April 30, 2019 15.65%
March 31, 2019 15.65%
February 28, 2019 15.65%
January 31, 2019 15.65%
December 31, 2018 15.65%
November 30, 2018 15.65%
October 31, 2018 17.47%
September 30, 2018 20.16%
August 31, 2018 20.16%
July 31, 2018 20.16%
June 30, 2018 21.01%
May 31, 2018 21.01%
April 30, 2018 21.01%
March 31, 2018 21.01%

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

15.65%
Minimum
Nov 2018
24.81%
Maximum
Mar 2020
21.13%
Average
21.01%
Median
May 2017