Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
April 30, 2022 31.61%
March 31, 2022 31.61%
February 28, 2022 31.61%
January 31, 2022 31.61%
December 31, 2021 31.61%
November 30, 2021 31.61%
October 31, 2021 31.61%
September 30, 2021 31.61%
August 31, 2021 31.61%
July 31, 2021 31.61%
June 30, 2021 31.61%
May 31, 2021 31.61%
April 30, 2021 31.61%
March 31, 2021 31.61%
February 28, 2021 31.61%
January 31, 2021 31.61%
December 31, 2020 31.61%
November 30, 2020 31.61%
October 31, 2020 31.61%
September 30, 2020 31.61%
August 31, 2020 31.61%
July 31, 2020 31.61%
June 30, 2020 31.61%
May 31, 2020 31.61%
April 30, 2020 31.61%
Date Value
March 31, 2020 31.61%
February 29, 2020 20.67%
January 31, 2020 20.67%
December 31, 2019 20.67%
November 30, 2019 20.67%
October 31, 2019 20.67%
September 30, 2019 20.67%
August 31, 2019 20.67%
July 31, 2019 20.67%
June 30, 2019 20.67%
May 31, 2019 20.67%
April 30, 2019 20.67%
March 31, 2019 20.67%
February 28, 2019 20.67%
January 31, 2019 20.67%
December 31, 2018 20.67%
November 30, 2018 18.87%
October 31, 2018 18.87%
September 30, 2018 18.87%
August 31, 2018 18.87%
July 31, 2018 18.87%
June 30, 2018 18.87%
May 31, 2018 18.87%
April 30, 2018 18.87%
March 31, 2018 18.87%

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

18.87%
Minimum
May 2017
31.61%
Maximum
Mar 2020
24.84%
Average
20.67%
Median
Dec 2018