Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1984. Upgrade now.
Date Value
April 30, 2022 10.30%
March 31, 2022 7.94%
February 28, 2022 7.71%
January 31, 2022 7.71%
December 31, 2021 7.71%
November 30, 2021 7.71%
October 31, 2021 7.71%
September 30, 2021 7.71%
August 31, 2021 7.71%
July 31, 2021 7.71%
June 30, 2021 7.71%
May 31, 2021 7.71%
April 30, 2021 7.71%
March 31, 2021 7.71%
February 28, 2021 7.71%
January 31, 2021 7.71%
December 31, 2020 7.71%
November 30, 2020 7.71%
October 31, 2020 7.71%
September 30, 2020 7.71%
August 31, 2020 7.71%
July 31, 2020 7.71%
June 30, 2020 7.71%
May 31, 2020 7.71%
April 30, 2020 7.71%
Date Value
March 31, 2020 7.71%
February 29, 2020 3.60%
January 31, 2020 3.60%
December 31, 2019 3.60%
November 30, 2019 3.60%
October 31, 2019 3.60%
September 30, 2019 3.60%
August 31, 2019 3.60%
July 31, 2019 3.60%
June 30, 2019 3.60%
May 31, 2019 3.60%
April 30, 2019 3.60%
March 31, 2019 3.60%
February 28, 2019 3.60%
January 31, 2019 3.60%
December 31, 2018 3.60%
November 30, 2018 3.60%
October 31, 2018 3.60%
September 30, 2018 3.60%
August 31, 2018 3.60%
July 31, 2018 3.60%
June 30, 2018 4.70%
May 31, 2018 4.70%
April 30, 2018 4.70%
March 31, 2018 4.70%

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

3.60%
Minimum
Jul 2018
10.30%
Maximum
Apr 2022
5.69%
Average
4.70%
Median
May 2017