Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
April 30, 2022 35.56%
March 31, 2022 35.56%
February 28, 2022 35.56%
January 31, 2022 35.56%
December 31, 2021 35.56%
November 30, 2021 35.56%
October 31, 2021 35.56%
September 30, 2021 35.56%
August 31, 2021 35.56%
July 31, 2021 35.56%
June 30, 2021 35.56%
May 31, 2021 35.56%
April 30, 2021 35.56%
March 31, 2021 35.56%
February 28, 2021 35.56%
January 31, 2021 35.56%
December 31, 2020 35.56%
November 30, 2020 35.56%
October 31, 2020 35.56%
September 30, 2020 35.56%
August 31, 2020 35.56%
July 31, 2020 35.56%
June 30, 2020 35.56%
May 31, 2020 35.56%
April 30, 2020 35.56%
Date Value
March 31, 2020 35.56%
February 29, 2020 25.35%
January 31, 2020 25.35%
December 31, 2019 25.35%
November 30, 2019 25.35%
October 31, 2019 25.35%
September 30, 2019 25.35%
August 31, 2019 25.35%
July 31, 2019 25.35%
June 30, 2019 25.35%
May 31, 2019 25.35%
April 30, 2019 25.35%
March 31, 2019 25.35%
February 28, 2019 25.35%
January 31, 2019 25.35%
December 31, 2018 25.35%
November 30, 2018 25.35%
October 31, 2018 25.35%
September 30, 2018 25.35%
August 31, 2018 25.35%
July 31, 2018 25.35%
June 30, 2018 25.35%
May 31, 2018 25.35%
April 30, 2018 25.35%
March 31, 2018 25.35%

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

25.35%
Minimum
May 2017
35.56%
Maximum
Mar 2020
29.77%
Average
25.35%
Median
May 2017