Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
April 30, 2022 41.23%
March 31, 2022 39.25%
February 28, 2022 35.34%
January 31, 2022 35.18%
December 31, 2021 31.60%
November 30, 2021 31.60%
October 31, 2021 31.60%
September 30, 2021 31.60%
August 31, 2021 31.60%
July 31, 2021 31.60%
June 30, 2021 31.60%
May 31, 2021 31.60%
April 30, 2021 31.60%
March 31, 2021 31.60%
February 28, 2021 31.60%
January 31, 2021 31.60%
December 31, 2020 31.60%
November 30, 2020 31.60%
October 31, 2020 31.60%
September 30, 2020 31.60%
August 31, 2020 31.60%
July 31, 2020 31.60%
June 30, 2020 31.60%
May 31, 2020 31.60%
April 30, 2020 31.60%
Date Value
March 31, 2020 31.60%
February 29, 2020 30.85%
January 31, 2020 30.85%
December 31, 2019 30.85%
November 30, 2019 30.85%
October 31, 2019 30.85%
September 30, 2019 30.85%
August 31, 2019 30.85%
July 31, 2019 30.85%
June 30, 2019 30.85%
May 31, 2019 30.85%
April 30, 2019 30.85%
March 31, 2019 30.85%
February 28, 2019 30.85%
January 31, 2019 30.85%
December 31, 2018 30.85%
November 30, 2018 30.85%
October 31, 2018 30.85%
September 30, 2018 30.85%
August 31, 2018 30.85%
July 31, 2018 30.85%
June 30, 2018 30.85%
May 31, 2018 30.85%
April 30, 2018 30.85%
March 31, 2018 30.85%

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

30.85%
Minimum
May 2017
41.23%
Maximum
Apr 2022
31.59%
Average
30.85%
Median
May 2017