Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
April 30, 2022 38.66%
March 31, 2022 38.66%
February 28, 2022 38.66%
January 31, 2022 38.66%
December 31, 2021 38.66%
November 30, 2021 38.66%
October 31, 2021 38.66%
September 30, 2021 38.66%
August 31, 2021 38.66%
July 31, 2021 38.66%
June 30, 2021 38.66%
May 31, 2021 38.66%
April 30, 2021 38.66%
March 31, 2021 38.66%
February 28, 2021 38.66%
January 31, 2021 38.66%
December 31, 2020 38.66%
November 30, 2020 38.66%
October 31, 2020 38.66%
September 30, 2020 38.66%
August 31, 2020 38.66%
July 31, 2020 38.66%
June 30, 2020 38.66%
May 31, 2020 38.66%
April 30, 2020 38.66%
Date Value
March 31, 2020 38.66%
February 29, 2020 26.36%
January 31, 2020 26.36%
December 31, 2019 26.36%
November 30, 2019 26.36%
October 31, 2019 26.36%
September 30, 2019 26.36%
August 31, 2019 26.36%
July 31, 2019 26.36%
June 30, 2019 26.36%
May 31, 2019 26.36%
April 30, 2019 26.36%
March 31, 2019 26.36%
February 28, 2019 26.36%
January 31, 2019 26.36%
December 31, 2018 26.36%
November 30, 2018 20.59%
October 31, 2018 20.59%
September 30, 2018 20.59%
August 31, 2018 20.59%
July 31, 2018 20.59%
June 30, 2018 20.59%
May 31, 2018 20.59%
April 30, 2018 20.59%
March 31, 2018 20.59%

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

20.59%
Minimum
May 2017
38.66%
Maximum
Mar 2020
29.87%
Average
26.36%
Median
Dec 2018