Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
April 30, 2022 40.45%
March 31, 2022 40.45%
February 28, 2022 40.45%
January 31, 2022 40.45%
December 31, 2021 40.45%
November 30, 2021 40.45%
October 31, 2021 40.45%
September 30, 2021 40.45%
August 31, 2021 40.45%
July 31, 2021 40.45%
June 30, 2021 40.45%
May 31, 2021 40.45%
April 30, 2021 40.45%
March 31, 2021 40.45%
February 28, 2021 40.45%
January 31, 2021 40.45%
December 31, 2020 40.45%
November 30, 2020 40.45%
October 31, 2020 40.45%
September 30, 2020 40.45%
August 31, 2020 40.45%
July 31, 2020 40.45%
June 30, 2020 40.45%
May 31, 2020 40.45%
April 30, 2020 40.45%
Date Value
March 31, 2020 40.45%
February 29, 2020 23.13%
January 31, 2020 23.13%
December 31, 2019 23.13%
November 30, 2019 23.13%
October 31, 2019 23.13%
September 30, 2019 23.13%
August 31, 2019 23.13%
July 31, 2019 23.13%
June 30, 2019 23.13%
May 31, 2019 23.13%
April 30, 2019 23.13%
March 31, 2019 23.13%
February 28, 2019 23.13%
January 31, 2019 23.13%
December 31, 2018 23.13%
November 30, 2018 23.13%
October 31, 2018 23.13%
September 30, 2018 23.13%
August 31, 2018 23.13%
July 31, 2018 23.13%
June 30, 2018 23.13%
May 31, 2018 23.13%
April 30, 2018 23.13%
March 31, 2018 23.13%

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

23.13%
Minimum
May 2017
40.45%
Maximum
Mar 2020
30.64%
Average
23.13%
Median
May 2017