Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
April 30, 2022 31.32%
March 31, 2022 31.32%
February 28, 2022 31.32%
January 31, 2022 31.32%
December 31, 2021 31.32%
November 30, 2021 31.32%
October 31, 2021 31.32%
September 30, 2021 31.32%
August 31, 2021 31.32%
July 31, 2021 31.32%
June 30, 2021 31.32%
May 31, 2021 31.32%
April 30, 2021 31.32%
March 31, 2021 31.32%
February 28, 2021 31.32%
January 31, 2021 31.32%
December 31, 2020 31.32%
November 30, 2020 31.32%
October 31, 2020 31.32%
September 30, 2020 31.32%
August 31, 2020 31.32%
July 31, 2020 31.32%
June 30, 2020 31.32%
May 31, 2020 31.32%
April 30, 2020 31.32%
Date Value
March 31, 2020 31.32%
February 29, 2020 20.54%
January 31, 2020 20.54%
December 31, 2019 20.54%
November 30, 2019 20.54%
October 31, 2019 20.54%
September 30, 2019 20.54%
August 31, 2019 20.54%
July 31, 2019 20.54%
June 30, 2019 20.54%
May 31, 2019 20.54%
April 30, 2019 20.54%
March 31, 2019 20.54%
February 28, 2019 20.54%
January 31, 2019 20.54%
December 31, 2018 20.54%
November 30, 2018 19.64%
October 31, 2018 19.64%
September 30, 2018 19.64%
August 31, 2018 19.64%
July 31, 2018 19.64%
June 30, 2018 19.64%
May 31, 2018 19.64%
April 30, 2018 19.64%
March 31, 2018 19.64%

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

19.64%
Minimum
May 2017
31.32%
Maximum
Mar 2020
24.93%
Average
20.54%
Median
Dec 2018