Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
April 30, 2022 25.03%
March 31, 2022 25.03%
February 28, 2022 25.03%
January 31, 2022 25.03%
December 31, 2021 25.03%
November 30, 2021 25.03%
October 31, 2021 25.03%
September 30, 2021 25.03%
August 31, 2021 25.03%
July 31, 2021 25.03%
June 30, 2021 25.03%
May 31, 2021 25.03%
April 30, 2021 25.03%
March 31, 2021 25.03%
February 28, 2021 25.03%
January 31, 2021 25.03%
December 31, 2020 25.03%
November 30, 2020 25.03%
October 31, 2020 25.03%
September 30, 2020 25.03%
August 31, 2020 25.03%
July 31, 2020 25.03%
June 30, 2020 25.03%
May 31, 2020 25.03%
April 30, 2020 25.03%
Date Value
March 31, 2020 25.03%
February 29, 2020 12.37%
January 31, 2020 12.37%
December 31, 2019 12.37%
November 30, 2019 12.37%
October 31, 2019 12.37%
September 30, 2019 12.37%
August 31, 2019 12.37%
July 31, 2019 12.37%
June 30, 2019 12.37%
May 31, 2019 12.37%
April 30, 2019 12.37%
March 31, 2019 12.37%
February 28, 2019 12.37%
January 31, 2019 12.37%
December 31, 2018 12.38%
November 30, 2018 12.84%
October 31, 2018 18.69%
September 30, 2018 21.98%
August 31, 2018 21.98%
July 31, 2018 21.98%
June 30, 2018 21.98%
May 31, 2018 22.82%
April 30, 2018 22.82%
March 31, 2018 22.82%

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

12.37%
Minimum
Jan 2019
25.03%
Maximum
Mar 2020
20.88%
Average
22.82%
Median
May 2017