Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
April 30, 2022 25.72%
March 31, 2022 23.95%
February 28, 2022 23.78%
January 31, 2022 23.78%
December 31, 2021 23.78%
November 30, 2021 23.78%
October 31, 2021 23.78%
September 30, 2021 23.78%
August 31, 2021 23.78%
July 31, 2021 23.78%
June 30, 2021 23.78%
May 31, 2021 23.78%
April 30, 2021 23.78%
March 31, 2021 23.78%
February 28, 2021 23.78%
January 31, 2021 23.78%
December 31, 2020 23.78%
November 30, 2020 23.78%
October 31, 2020 23.78%
September 30, 2020 23.78%
August 31, 2020 23.78%
July 31, 2020 23.78%
June 30, 2020 23.78%
May 31, 2020 23.78%
April 30, 2020 23.78%
Date Value
March 31, 2020 23.78%
February 29, 2020 19.19%
January 31, 2020 19.19%
December 31, 2019 19.19%
November 30, 2019 19.19%
October 31, 2019 19.19%
September 30, 2019 19.19%
August 31, 2019 19.19%
July 31, 2019 19.19%
June 30, 2019 19.19%
May 31, 2019 19.19%
April 30, 2019 19.19%
March 31, 2019 19.19%
February 28, 2019 19.19%
January 31, 2019 19.19%
December 31, 2018 19.19%
November 30, 2018 15.06%
October 31, 2018 14.72%
September 30, 2018 14.72%
August 31, 2018 14.72%
July 31, 2018 14.72%
June 30, 2018 14.72%
May 31, 2018 14.72%
April 30, 2018 14.72%
March 31, 2018 14.72%

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

14.72%
Minimum
May 2017
25.72%
Maximum
Apr 2022
19.80%
Average
19.19%
Median
Dec 2018