Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
April 30, 2022 47.99%
March 31, 2022 47.99%
February 28, 2022 47.99%
January 31, 2022 47.99%
December 31, 2021 47.99%
November 30, 2021 47.99%
October 31, 2021 47.99%
September 30, 2021 47.99%
August 31, 2021 47.99%
July 31, 2021 47.99%
June 30, 2021 47.99%
May 31, 2021 47.99%
April 30, 2021 47.99%
March 31, 2021 47.99%
February 28, 2021 47.99%
January 31, 2021 47.99%
December 31, 2020 47.99%
November 30, 2020 47.99%
October 31, 2020 47.99%
September 30, 2020 47.99%
August 31, 2020 47.99%
July 31, 2020 47.99%
June 30, 2020 47.99%
May 31, 2020 47.99%
April 30, 2020 47.99%
Date Value
March 31, 2020 47.99%
February 29, 2020 20.90%
January 31, 2020 20.90%
December 31, 2019 20.90%
November 30, 2019 20.90%
October 31, 2019 20.90%
September 30, 2019 20.90%
August 31, 2019 20.90%
July 31, 2019 20.90%
June 30, 2019 20.90%
May 31, 2019 20.90%
April 30, 2019 20.90%
March 31, 2019 20.90%
February 28, 2019 20.90%
January 31, 2019 20.90%
December 31, 2018 20.90%
November 30, 2018 18.76%
October 31, 2018 18.76%
September 30, 2018 18.76%
August 31, 2018 18.76%
July 31, 2018 18.76%
June 30, 2018 18.76%
May 31, 2018 18.76%
April 30, 2018 18.76%
March 31, 2018 18.76%

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

18.76%
Minimum
May 2017
47.99%
Maximum
Mar 2020
31.96%
Average
20.90%
Median
Dec 2018