Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1987. Upgrade now.
Date Value
April 30, 2022 45.51%
March 31, 2022 45.51%
February 28, 2022 45.51%
January 31, 2022 45.51%
December 31, 2021 45.51%
November 30, 2021 45.51%
October 31, 2021 45.51%
September 30, 2021 45.51%
August 31, 2021 45.51%
July 31, 2021 45.51%
June 30, 2021 45.51%
May 31, 2021 45.51%
April 30, 2021 45.51%
March 31, 2021 45.51%
February 28, 2021 45.51%
January 31, 2021 45.51%
December 31, 2020 45.51%
November 30, 2020 45.51%
October 31, 2020 45.51%
September 30, 2020 45.51%
August 31, 2020 45.51%
July 31, 2020 45.51%
June 30, 2020 45.51%
May 31, 2020 45.51%
April 30, 2020 45.51%
Date Value
March 31, 2020 45.51%
February 29, 2020 23.75%
January 31, 2020 23.75%
December 31, 2019 23.75%
November 30, 2019 23.75%
October 31, 2019 23.75%
September 30, 2019 23.75%
August 31, 2019 23.75%
July 31, 2019 23.75%
June 30, 2019 23.75%
May 31, 2019 23.75%
April 30, 2019 23.75%
March 31, 2019 23.75%
February 28, 2019 23.75%
January 31, 2019 23.75%
December 31, 2018 23.75%
November 30, 2018 20.94%
October 31, 2018 20.94%
September 30, 2018 20.94%
August 31, 2018 20.94%
July 31, 2018 20.94%
June 30, 2018 20.94%
May 31, 2018 20.94%
April 30, 2018 20.94%
March 31, 2018 20.94%

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

20.94%
Minimum
May 2017
45.51%
Maximum
Mar 2020
32.29%
Average
23.75%
Median
Dec 2018