Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
April 30, 2022 28.76%
March 31, 2022 28.76%
February 28, 2022 28.76%
January 31, 2022 28.76%
December 31, 2021 28.76%
November 30, 2021 28.76%
October 31, 2021 28.76%
September 30, 2021 28.76%
August 31, 2021 28.76%
July 31, 2021 28.76%
June 30, 2021 28.76%
May 31, 2021 28.76%
April 30, 2021 28.76%
March 31, 2021 28.76%
February 28, 2021 28.76%
January 31, 2021 28.76%
December 31, 2020 28.76%
November 30, 2020 28.76%
October 31, 2020 28.76%
September 30, 2020 28.76%
August 31, 2020 28.76%
July 31, 2020 28.76%
June 30, 2020 28.76%
May 31, 2020 28.76%
April 30, 2020 28.76%
Date Value
March 31, 2020 28.76%
February 29, 2020 14.30%
January 31, 2020 14.30%
December 31, 2019 14.30%
November 30, 2019 14.30%
October 31, 2019 14.30%
September 30, 2019 14.30%
August 31, 2019 14.30%
July 31, 2019 14.30%
June 30, 2019 14.30%
May 31, 2019 14.30%
April 30, 2019 14.30%
March 31, 2019 14.30%
February 28, 2019 14.30%
January 31, 2019 14.30%
December 31, 2018 14.30%
November 30, 2018 13.39%
October 31, 2018 13.39%
September 30, 2018 13.39%
August 31, 2018 13.39%
July 31, 2018 13.39%
June 30, 2018 13.39%
May 31, 2018 13.39%
April 30, 2018 13.39%
March 31, 2018 13.39%

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

13.39%
Minimum
May 2017
28.76%
Maximum
Mar 2020
20.28%
Average
14.30%
Median
Dec 2018