Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1984. Upgrade now.
Date Value
April 30, 2022 11.54%
March 31, 2022 11.54%
February 28, 2022 11.54%
January 31, 2022 11.54%
December 31, 2021 11.54%
November 30, 2021 11.54%
October 31, 2021 11.54%
September 30, 2021 11.54%
August 31, 2021 11.54%
July 31, 2021 11.54%
June 30, 2021 11.54%
May 31, 2021 11.54%
April 30, 2021 11.54%
March 31, 2021 11.54%
February 28, 2021 11.54%
January 31, 2021 11.54%
December 31, 2020 11.54%
November 30, 2020 11.54%
October 31, 2020 11.54%
September 30, 2020 11.54%
August 31, 2020 11.54%
July 31, 2020 11.54%
June 30, 2020 11.54%
May 31, 2020 11.54%
April 30, 2020 11.54%
Date Value
March 31, 2020 11.54%
February 29, 2020 6.24%
January 31, 2020 6.24%
December 31, 2019 6.24%
November 30, 2019 6.24%
October 31, 2019 6.24%
September 30, 2019 6.24%
August 31, 2019 6.24%
July 31, 2019 6.24%
June 30, 2019 6.24%
May 31, 2019 6.24%
April 30, 2019 6.24%
March 31, 2019 6.24%
February 28, 2019 6.24%
January 31, 2019 6.24%
December 31, 2018 6.24%
November 30, 2018 6.24%
October 31, 2018 6.24%
September 30, 2018 6.24%
August 31, 2018 6.24%
July 31, 2018 6.24%
June 30, 2018 6.83%
May 31, 2018 6.83%
April 30, 2018 6.83%
March 31, 2018 6.83%

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

6.24%
Minimum
Jul 2018
11.54%
Maximum
Mar 2020
8.68%
Average
6.83%
Median
May 2017