Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
April 30, 2022 36.55%
March 31, 2022 36.55%
February 28, 2022 36.55%
January 31, 2022 36.55%
December 31, 2021 36.55%
November 30, 2021 36.55%
October 31, 2021 36.55%
September 30, 2021 36.55%
August 31, 2021 36.55%
July 31, 2021 36.55%
June 30, 2021 36.55%
May 31, 2021 36.55%
April 30, 2021 36.55%
March 31, 2021 36.55%
February 28, 2021 36.55%
January 31, 2021 36.55%
December 31, 2020 36.55%
November 30, 2020 36.55%
October 31, 2020 36.55%
September 30, 2020 36.55%
August 31, 2020 36.55%
July 31, 2020 36.55%
June 30, 2020 36.55%
May 31, 2020 36.55%
April 30, 2020 36.55%
Date Value
March 31, 2020 36.55%
February 29, 2020 26.00%
January 31, 2020 26.00%
December 31, 2019 26.00%
November 30, 2019 26.00%
October 31, 2019 26.00%
September 30, 2019 26.00%
August 31, 2019 26.00%
July 31, 2019 26.00%
June 30, 2019 26.00%
May 31, 2019 26.00%
April 30, 2019 26.00%
March 31, 2019 26.00%
February 28, 2019 26.00%
January 31, 2019 26.00%
December 31, 2018 26.00%
November 30, 2018 21.39%
October 31, 2018 20.95%
September 30, 2018 20.95%
August 31, 2018 20.95%
July 31, 2018 20.95%
June 30, 2018 20.95%
May 31, 2018 20.95%
April 30, 2018 20.95%
March 31, 2018 20.95%

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

20.95%
Minimum
Oct 2017
36.55%
Maximum
Mar 2020
29.65%
Average
26.58%
Median