Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
April 30, 2022 33.67%
March 31, 2022 33.67%
February 28, 2022 33.67%
January 31, 2022 33.67%
December 31, 2021 33.67%
November 30, 2021 33.67%
October 31, 2021 33.67%
September 30, 2021 33.67%
August 31, 2021 33.67%
July 31, 2021 33.67%
June 30, 2021 33.67%
May 31, 2021 33.67%
April 30, 2021 33.67%
March 31, 2021 33.67%
February 28, 2021 33.67%
January 31, 2021 33.67%
December 31, 2020 33.67%
November 30, 2020 33.67%
October 31, 2020 33.67%
September 30, 2020 33.67%
August 31, 2020 33.67%
July 31, 2020 33.67%
June 30, 2020 33.67%
May 31, 2020 33.67%
April 30, 2020 33.67%
Date Value
March 31, 2020 33.67%
February 29, 2020 17.59%
January 31, 2020 17.59%
December 31, 2019 17.59%
November 30, 2019 17.59%
October 31, 2019 17.59%
September 30, 2019 17.59%
August 31, 2019 17.59%
July 31, 2019 17.59%
June 30, 2019 17.59%
May 31, 2019 17.59%
April 30, 2019 17.59%
March 31, 2019 17.59%
February 28, 2019 17.59%
January 31, 2019 17.59%
December 31, 2018 17.59%
November 30, 2018 14.14%
October 31, 2018 14.14%
September 30, 2018 14.14%
August 31, 2018 14.14%
July 31, 2018 14.14%
June 30, 2018 14.14%
May 31, 2018 14.14%
April 30, 2018 14.14%
March 31, 2018 14.14%

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

14.14%
Minimum
May 2017
33.67%
Maximum
Mar 2020
23.46%
Average
17.59%
Median
Dec 2018