Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
April 30, 2022 45.84%
March 31, 2022 45.84%
February 28, 2022 45.84%
January 31, 2022 45.84%
December 31, 2021 45.84%
November 30, 2021 45.84%
October 31, 2021 45.84%
September 30, 2021 45.84%
August 31, 2021 45.84%
July 31, 2021 45.84%
June 30, 2021 45.84%
May 31, 2021 45.84%
April 30, 2021 45.84%
March 31, 2021 45.84%
February 28, 2021 45.84%
January 31, 2021 45.84%
December 31, 2020 45.84%
November 30, 2020 45.84%
October 31, 2020 45.84%
September 30, 2020 45.84%
August 31, 2020 45.84%
July 31, 2020 45.84%
June 30, 2020 45.84%
May 31, 2020 45.84%
April 30, 2020 45.84%
Date Value
March 31, 2020 45.84%
February 29, 2020 20.13%
January 31, 2020 20.13%
December 31, 2019 20.13%
November 30, 2019 20.13%
October 31, 2019 20.13%
September 30, 2019 20.13%
August 31, 2019 20.13%
July 31, 2019 20.13%
June 30, 2019 20.13%
May 31, 2019 20.13%
April 30, 2019 20.13%
March 31, 2019 20.13%
February 28, 2019 20.13%
January 31, 2019 20.13%
December 31, 2018 20.13%
November 30, 2018 20.13%
October 31, 2018 20.13%
September 30, 2018 20.13%
August 31, 2018 20.13%
July 31, 2018 20.13%
June 30, 2018 20.13%
May 31, 2018 20.13%
April 30, 2018 20.13%
March 31, 2018 20.13%

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

20.13%
Minimum
May 2017
45.84%
Maximum
Mar 2020
31.27%
Average
20.13%
Median
May 2017