Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
April 30, 2022 34.79%
March 31, 2022 34.79%
February 28, 2022 34.79%
January 31, 2022 34.79%
December 31, 2021 34.79%
November 30, 2021 34.79%
October 31, 2021 34.79%
September 30, 2021 34.79%
August 31, 2021 34.79%
July 31, 2021 34.79%
June 30, 2021 34.79%
May 31, 2021 34.79%
April 30, 2021 34.79%
March 31, 2021 34.79%
February 28, 2021 34.79%
January 31, 2021 34.79%
December 31, 2020 34.79%
November 30, 2020 34.79%
October 31, 2020 34.79%
September 30, 2020 34.79%
August 31, 2020 34.79%
July 31, 2020 34.79%
June 30, 2020 34.79%
May 31, 2020 34.79%
April 30, 2020 34.79%
Date Value
March 31, 2020 34.79%
February 29, 2020 24.32%
January 31, 2020 24.32%
December 31, 2019 24.32%
November 30, 2019 24.32%
October 31, 2019 24.32%
September 30, 2019 24.32%
August 31, 2019 24.32%
July 31, 2019 24.32%
June 30, 2019 24.32%
May 31, 2019 24.32%
April 30, 2019 24.32%
March 31, 2019 24.32%
February 28, 2019 24.32%
January 31, 2019 24.32%
December 31, 2018 24.32%
November 30, 2018 24.32%
October 31, 2018 24.32%
September 30, 2018 24.32%
August 31, 2018 24.32%
July 31, 2018 24.32%
June 30, 2018 24.32%
May 31, 2018 24.32%
April 30, 2018 24.32%
March 31, 2018 24.32%

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

24.32%
Minimum
May 2017
34.79%
Maximum
Mar 2020
28.86%
Average
24.32%
Median
May 2017