Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
April 30, 2022 37.04%
March 31, 2022 37.04%
February 28, 2022 37.04%
January 31, 2022 37.04%
December 31, 2021 37.04%
November 30, 2021 37.04%
October 31, 2021 37.04%
September 30, 2021 37.04%
August 31, 2021 37.04%
July 31, 2021 37.04%
June 30, 2021 37.04%
May 31, 2021 37.04%
April 30, 2021 37.04%
March 31, 2021 37.04%
February 28, 2021 37.04%
January 31, 2021 37.04%
December 31, 2020 37.04%
November 30, 2020 37.04%
October 31, 2020 37.04%
September 30, 2020 37.04%
August 31, 2020 37.04%
July 31, 2020 37.04%
June 30, 2020 37.04%
May 31, 2020 37.04%
April 30, 2020 37.04%
Date Value
March 31, 2020 37.04%
February 29, 2020 14.64%
January 31, 2020 14.64%
December 31, 2019 14.64%
November 30, 2019 14.64%
October 31, 2019 14.64%
September 30, 2019 14.64%
August 31, 2019 14.64%
July 31, 2019 14.64%
June 30, 2019 14.64%
May 31, 2019 14.64%
April 30, 2019 14.64%
March 31, 2019 14.64%
February 28, 2019 14.64%
January 31, 2019 14.64%
December 31, 2018 14.64%
November 30, 2018 12.85%
October 31, 2018 12.85%
September 30, 2018 12.85%
August 31, 2018 12.85%
July 31, 2018 12.85%
June 30, 2018 12.85%
May 31, 2018 12.85%
April 30, 2018 12.85%
March 31, 2018 12.85%

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

12.85%
Minimum
May 2017
37.04%
Maximum
Mar 2020
23.78%
Average
14.64%
Median
Dec 2018