Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
April 30, 2022 46.06%
March 31, 2022 46.06%
February 28, 2022 46.06%
January 31, 2022 46.06%
December 31, 2021 46.06%
November 30, 2021 46.06%
October 31, 2021 46.06%
September 30, 2021 46.06%
August 31, 2021 46.06%
July 31, 2021 46.06%
June 30, 2021 46.06%
May 31, 2021 46.06%
April 30, 2021 46.06%
March 31, 2021 46.06%
February 28, 2021 46.06%
January 31, 2021 46.06%
December 31, 2020 46.06%
November 30, 2020 46.06%
October 31, 2020 46.06%
September 30, 2020 46.06%
August 31, 2020 46.06%
July 31, 2020 46.06%
June 30, 2020 46.06%
May 31, 2020 46.06%
April 30, 2020 46.06%
Date Value
March 31, 2020 46.06%
February 29, 2020 22.57%
January 31, 2020 22.57%
December 31, 2019 22.57%
November 30, 2019 22.57%
October 31, 2019 22.57%
September 30, 2019 22.57%
August 31, 2019 22.57%
July 31, 2019 22.57%
June 30, 2019 22.57%
May 31, 2019 22.57%
April 30, 2019 22.57%
March 31, 2019 22.57%
February 28, 2019 22.57%
January 31, 2019 22.57%
December 31, 2018 22.57%
November 30, 2018 20.01%
October 31, 2018 20.01%
September 30, 2018 20.01%
August 31, 2018 20.01%
July 31, 2018 20.01%
June 30, 2018 20.01%
May 31, 2018 20.01%
April 30, 2018 20.01%
March 31, 2018 20.01%

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

20.01%
Minimum
May 2017
46.06%
Maximum
Mar 2020
31.94%
Average
22.57%
Median
Dec 2018