Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
April 30, 2022 35.23%
March 31, 2022 35.23%
February 28, 2022 35.23%
January 31, 2022 35.23%
December 31, 2021 35.23%
November 30, 2021 35.23%
October 31, 2021 35.23%
September 30, 2021 35.23%
August 31, 2021 35.23%
July 31, 2021 35.23%
June 30, 2021 35.23%
May 31, 2021 35.23%
April 30, 2021 35.23%
March 31, 2021 35.23%
February 28, 2021 35.23%
January 31, 2021 35.23%
December 31, 2020 35.23%
November 30, 2020 35.23%
October 31, 2020 35.23%
September 30, 2020 35.23%
August 31, 2020 35.23%
July 31, 2020 35.23%
June 30, 2020 35.23%
May 31, 2020 35.23%
April 30, 2020 35.23%
Date Value
March 31, 2020 35.23%
February 29, 2020 28.59%
January 31, 2020 28.59%
December 31, 2019 28.59%
November 30, 2019 28.59%
October 31, 2019 28.59%
September 30, 2019 28.59%
August 31, 2019 28.59%
July 31, 2019 28.59%
June 30, 2019 28.59%
May 31, 2019 28.59%
April 30, 2019 28.59%
March 31, 2019 28.59%
February 28, 2019 28.59%
January 31, 2019 28.59%
December 31, 2018 28.59%
November 30, 2018 24.62%
October 31, 2018 24.62%
September 30, 2018 24.62%
August 31, 2018 24.62%
July 31, 2018 24.62%
June 30, 2018 24.62%
May 31, 2018 24.62%
April 30, 2018 24.62%
March 31, 2018 24.62%

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

24.62%
Minimum
Feb 2018
35.23%
Maximum
Mar 2020
30.99%
Average
32.04%
Median