Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
April 30, 2022 34.58%
March 31, 2022 34.58%
February 28, 2022 34.58%
January 31, 2022 34.58%
December 31, 2021 34.58%
November 30, 2021 34.58%
October 31, 2021 34.58%
September 30, 2021 34.58%
August 31, 2021 34.58%
July 31, 2021 34.58%
June 30, 2021 34.58%
May 31, 2021 34.58%
April 30, 2021 34.58%
March 31, 2021 34.58%
February 28, 2021 34.58%
January 31, 2021 34.58%
December 31, 2020 34.58%
November 30, 2020 34.58%
October 31, 2020 34.58%
September 30, 2020 34.58%
August 31, 2020 34.58%
July 31, 2020 34.58%
June 30, 2020 34.58%
May 31, 2020 34.58%
April 30, 2020 34.58%
Date Value
March 31, 2020 34.58%
February 29, 2020 28.62%
January 31, 2020 28.62%
December 31, 2019 28.62%
November 30, 2019 28.62%
October 31, 2019 28.62%
September 30, 2019 28.62%
August 31, 2019 28.62%
July 31, 2019 28.62%
June 30, 2019 28.62%
May 31, 2019 28.62%
April 30, 2019 28.62%
March 31, 2019 28.62%
February 28, 2019 28.62%
January 31, 2019 28.62%
December 31, 2018 28.62%
November 30, 2018 26.55%
October 31, 2018 26.55%
September 30, 2018 26.55%
August 31, 2018 26.55%
July 31, 2018 26.55%
June 30, 2018 26.55%
May 31, 2018 26.55%
April 30, 2018 26.55%
March 31, 2018 26.55%

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

26.55%
Minimum
May 2017
34.58%
Maximum
Mar 2020
30.55%
Average
28.62%
Median
Dec 2018