Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
April 30, 2022 33.83%
March 31, 2022 33.83%
February 28, 2022 33.83%
January 31, 2022 33.83%
December 31, 2021 33.83%
November 30, 2021 33.83%
October 31, 2021 33.83%
September 30, 2021 33.83%
August 31, 2021 33.83%
July 31, 2021 33.83%
June 30, 2021 33.83%
May 31, 2021 33.83%
April 30, 2021 33.83%
March 31, 2021 33.83%
February 28, 2021 33.83%
January 31, 2021 33.83%
December 31, 2020 33.83%
November 30, 2020 33.83%
October 31, 2020 33.83%
September 30, 2020 33.83%
August 31, 2020 33.83%
July 31, 2020 33.83%
June 30, 2020 33.83%
May 31, 2020 33.83%
April 30, 2020 33.83%
Date Value
March 31, 2020 33.83%
February 29, 2020 19.68%
January 31, 2020 19.68%
December 31, 2019 19.68%
November 30, 2019 19.68%
October 31, 2019 19.68%
September 30, 2019 19.68%
August 31, 2019 19.68%
July 31, 2019 19.68%
June 30, 2019 19.68%
May 31, 2019 19.68%
April 30, 2019 19.68%
March 31, 2019 19.68%
February 28, 2019 19.68%
January 31, 2019 19.68%
December 31, 2018 19.68%
November 30, 2018 13.31%
October 31, 2018 13.31%
September 30, 2018 13.31%
August 31, 2018 13.31%
July 31, 2018 13.31%
June 30, 2018 13.31%
May 31, 2018 13.31%
April 30, 2018 13.31%
March 31, 2018 13.31%

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

13.31%
Minimum
May 2017
33.83%
Maximum
Mar 2020
23.79%
Average
19.68%
Median
Dec 2018