Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1986. Upgrade now.
Date Value
April 30, 2022 36.86%
March 31, 2022 36.86%
February 28, 2022 36.86%
January 31, 2022 36.86%
December 31, 2021 36.86%
November 30, 2021 36.86%
October 31, 2021 36.86%
September 30, 2021 36.86%
August 31, 2021 36.86%
July 31, 2021 36.86%
June 30, 2021 36.86%
May 31, 2021 36.86%
April 30, 2021 36.86%
March 31, 2021 36.86%
February 28, 2021 36.86%
January 31, 2021 36.86%
December 31, 2020 36.86%
November 30, 2020 36.86%
October 31, 2020 36.86%
September 30, 2020 36.86%
August 31, 2020 36.86%
July 31, 2020 36.86%
June 30, 2020 36.86%
May 31, 2020 36.86%
April 30, 2020 36.86%
Date Value
March 31, 2020 36.86%
February 29, 2020 21.82%
January 31, 2020 21.82%
December 31, 2019 21.82%
November 30, 2019 21.82%
October 31, 2019 21.82%
September 30, 2019 21.82%
August 31, 2019 21.82%
July 31, 2019 21.82%
June 30, 2019 21.82%
May 31, 2019 21.82%
April 30, 2019 21.82%
March 31, 2019 21.82%
February 28, 2019 21.82%
January 31, 2019 21.82%
December 31, 2018 21.82%
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
36.86%
Maximum
Mar 2020
27.65%
Average
21.82%
Median
Dec 2018