Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
April 30, 2022 23.42%
March 31, 2022 23.42%
February 28, 2022 23.42%
January 31, 2022 23.42%
December 31, 2021 23.42%
November 30, 2021 23.42%
October 31, 2021 23.42%
September 30, 2021 23.42%
August 31, 2021 23.42%
July 31, 2021 23.42%
June 30, 2021 23.42%
May 31, 2021 23.42%
April 30, 2021 23.42%
March 31, 2021 23.42%
February 28, 2021 23.42%
January 31, 2021 23.42%
December 31, 2020 23.42%
November 30, 2020 23.42%
October 31, 2020 23.42%
September 30, 2020 23.42%
August 31, 2020 23.42%
July 31, 2020 23.42%
June 30, 2020 23.42%
May 31, 2020 23.42%
April 30, 2020 23.42%
Date Value
March 31, 2020 23.42%
February 29, 2020 13.90%
January 31, 2020 13.90%
December 31, 2019 13.90%
November 30, 2019 13.90%
October 31, 2019 13.90%
September 30, 2019 13.90%
August 31, 2019 13.90%
July 31, 2019 13.90%
June 30, 2019 13.90%
May 31, 2019 13.90%
April 30, 2019 13.90%
March 31, 2019 13.90%
February 28, 2019 13.90%
January 31, 2019 13.90%
December 31, 2018 13.90%
November 30, 2018 12.99%
October 31, 2018 12.99%
September 30, 2018 12.99%
August 31, 2018 12.99%
July 31, 2018 12.99%
June 30, 2018 12.99%
May 31, 2018 12.99%
April 30, 2018 12.99%
March 31, 2018 12.99%

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

12.99%
Minimum
May 2017
23.42%
Maximum
Mar 2020
17.74%
Average
13.90%
Median
Dec 2018