Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
April 30, 2022 39.44%
March 31, 2022 39.44%
February 28, 2022 39.44%
January 31, 2022 39.44%
December 31, 2021 39.44%
November 30, 2021 39.44%
October 31, 2021 39.44%
September 30, 2021 39.44%
August 31, 2021 39.44%
July 31, 2021 39.44%
June 30, 2021 39.44%
May 31, 2021 39.44%
April 30, 2021 39.44%
March 31, 2021 39.44%
February 28, 2021 39.44%
January 31, 2021 39.44%
December 31, 2020 39.44%
November 30, 2020 39.44%
October 31, 2020 39.44%
September 30, 2020 39.44%
August 31, 2020 39.44%
July 31, 2020 39.44%
June 30, 2020 39.44%
May 31, 2020 39.44%
April 30, 2020 39.44%
Date Value
March 31, 2020 39.44%
February 29, 2020 21.73%
January 31, 2020 21.73%
December 31, 2019 21.73%
November 30, 2019 21.73%
October 31, 2019 21.73%
September 30, 2019 21.73%
August 31, 2019 21.73%
July 31, 2019 21.73%
June 30, 2019 21.73%
May 31, 2019 21.73%
April 30, 2019 21.73%
March 31, 2019 21.73%
February 28, 2019 21.73%
January 31, 2019 21.73%
December 31, 2018 21.73%
November 30, 2018 19.13%
October 31, 2018 19.13%
September 30, 2018 19.13%
August 31, 2018 19.13%
July 31, 2018 19.13%
June 30, 2018 19.13%
May 31, 2018 19.13%
April 30, 2018 19.13%
March 31, 2018 19.13%

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

19.13%
Minimum
May 2017
39.44%
Maximum
Mar 2020
28.58%
Average
21.73%
Median
Dec 2018