Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
April 30, 2022 41.24%
March 31, 2022 41.24%
February 28, 2022 41.24%
January 31, 2022 41.24%
December 31, 2021 41.24%
November 30, 2021 41.24%
October 31, 2021 41.24%
September 30, 2021 41.24%
August 31, 2021 41.24%
July 31, 2021 41.24%
June 30, 2021 41.24%
May 31, 2021 41.24%
April 30, 2021 41.24%
March 31, 2021 41.24%
February 28, 2021 41.24%
January 31, 2021 41.24%
December 31, 2020 41.24%
November 30, 2020 41.24%
October 31, 2020 41.24%
September 30, 2020 41.24%
August 31, 2020 41.24%
July 31, 2020 41.24%
June 30, 2020 41.24%
May 31, 2020 41.24%
April 30, 2020 41.24%
Date Value
March 31, 2020 41.24%
February 29, 2020 18.24%
January 31, 2020 18.24%
December 31, 2019 18.24%
November 30, 2019 18.24%
October 31, 2019 18.24%
September 30, 2019 18.24%
August 31, 2019 18.24%
July 31, 2019 18.24%
June 30, 2019 18.24%
May 31, 2019 18.24%
April 30, 2019 18.24%
March 31, 2019 18.24%
February 28, 2019 18.24%
January 31, 2019 18.24%
December 31, 2018 18.24%
November 30, 2018 18.24%
October 31, 2018 18.24%
September 30, 2018 18.24%
August 31, 2018 18.24%
July 31, 2018 18.24%
June 30, 2018 18.24%
May 31, 2018 18.24%
April 30, 2018 18.24%
March 31, 2018 18.24%

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

18.24%
Minimum
May 2017
41.24%
Maximum
Mar 2020
28.21%
Average
18.24%
Median
May 2017

Max Drawdown (5Y) Related Metrics