Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1988. Upgrade now.
Date Value
April 30, 2022 23.00%
March 31, 2022 23.00%
February 28, 2022 23.00%
January 31, 2022 23.00%
December 31, 2021 23.00%
November 30, 2021 23.00%
October 31, 2021 23.00%
September 30, 2021 23.00%
August 31, 2021 23.00%
July 31, 2021 23.00%
June 30, 2021 23.00%
May 31, 2021 23.00%
April 30, 2021 23.00%
March 31, 2021 23.00%
February 28, 2021 23.00%
January 31, 2021 23.00%
December 31, 2020 23.00%
November 30, 2020 23.00%
October 31, 2020 23.00%
September 30, 2020 23.00%
August 31, 2020 23.00%
July 31, 2020 23.00%
June 30, 2020 23.00%
May 31, 2020 23.00%
April 30, 2020 23.00%
Date Value
March 31, 2020 23.00%
February 29, 2020 12.54%
January 31, 2020 12.54%
December 31, 2019 12.54%
November 30, 2019 12.54%
October 31, 2019 12.54%
September 30, 2019 12.54%
August 31, 2019 12.54%
July 31, 2019 12.54%
June 30, 2019 12.54%
May 31, 2019 12.54%
April 30, 2019 12.54%
March 31, 2019 12.54%
February 28, 2019 12.54%
January 31, 2019 12.54%
December 31, 2018 12.54%
November 30, 2018 12.54%
October 31, 2018 12.54%
September 30, 2018 14.46%
August 31, 2018 14.46%
July 31, 2018 14.46%
June 30, 2018 14.58%
May 31, 2018 14.58%
April 30, 2018 14.58%
March 31, 2018 14.58%

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

12.54%
Minimum
Oct 2018
23.00%
Maximum
Mar 2020
17.64%
Average
14.58%
Median
May 2017