Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
April 30, 2022 34.83%
March 31, 2022 34.83%
February 28, 2022 31.47%
January 31, 2022 31.47%
December 31, 2021 31.47%
November 30, 2021 31.47%
October 31, 2021 31.47%
September 30, 2021 31.47%
August 31, 2021 31.47%
July 31, 2021 31.47%
June 30, 2021 31.47%
May 31, 2021 31.47%
April 30, 2021 31.47%
March 31, 2021 31.47%
February 28, 2021 31.47%
January 31, 2021 31.47%
December 31, 2020 31.47%
November 30, 2020 31.47%
October 31, 2020 31.47%
September 30, 2020 31.47%
August 31, 2020 31.47%
July 31, 2020 31.47%
June 30, 2020 31.47%
May 31, 2020 31.47%
April 30, 2020 31.47%
Date Value
March 31, 2020 31.47%
February 29, 2020 23.08%
January 31, 2020 23.08%
December 31, 2019 23.08%
November 30, 2019 23.08%
October 31, 2019 23.08%
September 30, 2019 23.08%
August 31, 2019 23.08%
July 31, 2019 23.08%
June 30, 2019 23.08%
May 31, 2019 23.08%
April 30, 2019 23.08%
March 31, 2019 23.08%
February 28, 2019 23.08%
January 31, 2019 23.08%
December 31, 2018 23.08%
November 30, 2018 21.74%
October 31, 2018 21.74%
September 30, 2018 21.74%
August 31, 2018 21.74%
July 31, 2018 21.74%
June 30, 2018 21.74%
May 31, 2018 21.74%
April 30, 2018 21.74%
March 31, 2018 21.74%

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

21.74%
Minimum
May 2017
34.83%
Maximum
Mar 2022
26.41%
Average
23.08%
Median
Dec 2018