Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
April 30, 2022 26.46%
March 31, 2022 26.46%
February 28, 2022 26.46%
January 31, 2022 26.46%
December 31, 2021 26.46%
November 30, 2021 26.46%
October 31, 2021 26.46%
September 30, 2021 26.46%
August 31, 2021 26.46%
July 31, 2021 26.46%
June 30, 2021 26.46%
May 31, 2021 26.46%
April 30, 2021 26.46%
March 31, 2021 26.46%
February 28, 2021 26.46%
January 31, 2021 26.46%
December 31, 2020 26.46%
November 30, 2020 26.46%
October 31, 2020 26.46%
September 30, 2020 26.46%
August 31, 2020 26.46%
July 31, 2020 26.46%
June 30, 2020 26.46%
May 31, 2020 26.46%
April 30, 2020 26.46%
Date Value
March 31, 2020 26.46%
February 29, 2020 12.77%
January 31, 2020 12.77%
December 31, 2019 12.77%
November 30, 2019 12.77%
October 31, 2019 12.77%
September 30, 2019 12.77%
August 31, 2019 12.77%
July 31, 2019 12.77%
June 30, 2019 12.77%
May 31, 2019 12.77%
April 30, 2019 12.77%
March 31, 2019 12.77%
February 28, 2019 12.77%
January 31, 2019 12.77%
December 31, 2018 12.77%
November 30, 2018 8.60%
October 31, 2018 8.60%
September 30, 2018 8.60%
August 31, 2018 8.60%
July 31, 2018 8.60%
June 30, 2018 8.60%
May 31, 2018 8.60%
April 30, 2018 8.60%
March 31, 2018 8.60%

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

8.60%
Minimum
May 2017
26.46%
Maximum
Mar 2020
17.38%
Average
12.77%
Median
Dec 2018