Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
April 30, 2022 10.49%
March 31, 2022 10.49%
February 28, 2022 10.49%
January 31, 2022 10.49%
December 31, 2021 10.49%
November 30, 2021 10.49%
October 31, 2021 10.49%
September 30, 2021 10.49%
August 31, 2021 10.49%
July 31, 2021 10.49%
June 30, 2021 10.49%
May 31, 2021 10.49%
April 30, 2021 10.49%
March 31, 2021 10.49%
February 28, 2021 10.49%
January 31, 2021 10.49%
December 31, 2020 10.49%
November 30, 2020 10.49%
October 31, 2020 10.49%
September 30, 2020 10.49%
August 31, 2020 10.49%
July 31, 2020 10.49%
June 30, 2020 10.49%
May 31, 2020 10.49%
April 30, 2020 10.49%
Date Value
March 31, 2020 10.49%
February 29, 2020 9.25%
January 31, 2020 9.25%
December 31, 2019 9.25%
November 30, 2019 9.25%
October 31, 2019 9.25%
September 30, 2019 9.25%
August 31, 2019 9.25%
July 31, 2019 9.25%
June 30, 2019 9.25%
May 31, 2019 9.25%
April 30, 2019 9.25%
March 31, 2019 9.25%
February 28, 2019 9.25%
January 31, 2019 9.25%
December 31, 2018 9.36%
November 30, 2018 9.36%
October 31, 2018 10.47%
September 30, 2018 10.80%
August 31, 2018 10.80%
July 31, 2018 10.80%
June 30, 2018 11.72%
May 31, 2018 11.72%
April 30, 2018 11.72%
March 31, 2018 11.72%

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

9.25%
Minimum
Jan 2019
11.72%
Maximum
May 2017
10.46%
Average
10.49%
Median
Mar 2020