Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
April 30, 2022 44.14%
March 31, 2022 44.14%
February 28, 2022 44.14%
January 31, 2022 44.14%
December 31, 2021 44.14%
November 30, 2021 44.14%
October 31, 2021 44.14%
September 30, 2021 44.14%
August 31, 2021 44.14%
July 31, 2021 44.14%
June 30, 2021 44.14%
May 31, 2021 44.14%
April 30, 2021 44.14%
March 31, 2021 44.14%
February 28, 2021 44.14%
January 31, 2021 44.14%
December 31, 2020 44.14%
November 30, 2020 44.14%
October 31, 2020 44.14%
September 30, 2020 44.14%
August 31, 2020 44.14%
July 31, 2020 44.14%
June 30, 2020 44.14%
May 31, 2020 44.14%
April 30, 2020 44.14%
Date Value
March 31, 2020 44.14%
February 29, 2020 27.29%
January 31, 2020 27.29%
December 31, 2019 27.29%
November 30, 2019 27.29%
October 31, 2019 27.29%
September 30, 2019 27.29%
August 31, 2019 27.29%
July 31, 2019 27.29%
June 30, 2019 27.29%
May 31, 2019 27.29%
April 30, 2019 27.29%
March 31, 2019 27.29%
February 28, 2019 27.29%
January 31, 2019 27.29%
December 31, 2018 27.29%
November 30, 2018 20.00%
October 31, 2018 20.00%
September 30, 2018 20.00%
August 31, 2018 20.00%
July 31, 2018 20.00%
June 30, 2018 20.00%
May 31, 2018 20.00%
April 30, 2018 20.00%
March 31, 2018 20.00%

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

20.00%
Minimum
May 2017
44.14%
Maximum
Mar 2020
32.28%
Average
27.29%
Median
Dec 2018