Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
April 30, 2022 38.92%
March 31, 2022 38.92%
February 28, 2022 38.92%
January 31, 2022 38.92%
December 31, 2021 38.92%
November 30, 2021 38.92%
October 31, 2021 38.92%
September 30, 2021 38.92%
August 31, 2021 38.92%
July 31, 2021 38.92%
June 30, 2021 38.92%
May 31, 2021 38.92%
April 30, 2021 38.92%
March 31, 2021 38.92%
February 28, 2021 38.92%
January 31, 2021 38.92%
December 31, 2020 38.92%
November 30, 2020 38.92%
October 31, 2020 38.92%
September 30, 2020 38.92%
August 31, 2020 38.92%
July 31, 2020 38.92%
June 30, 2020 38.92%
May 31, 2020 38.92%
April 30, 2020 38.92%
Date Value
March 31, 2020 38.92%
February 29, 2020 20.00%
January 31, 2020 20.00%
December 31, 2019 20.00%
November 30, 2019 20.00%
October 31, 2019 20.00%
September 30, 2019 20.00%
August 31, 2019 20.00%
July 31, 2019 20.00%
June 30, 2019 20.00%
May 31, 2019 20.00%
April 30, 2019 20.00%
March 31, 2019 20.00%
February 28, 2019 20.00%
January 31, 2019 20.00%
December 31, 2018 20.00%
November 30, 2018 20.00%
October 31, 2018 20.00%
September 30, 2018 20.00%
August 31, 2018 20.00%
July 31, 2018 20.00%
June 30, 2018 20.00%
May 31, 2018 20.00%
April 30, 2018 20.00%
March 31, 2018 20.00%

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

20.00%
Minimum
May 2017
38.92%
Maximum
Mar 2020
28.20%
Average
20.00%
Median
May 2017