Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
April 30, 2022 36.52%
March 31, 2022 36.52%
February 28, 2022 36.52%
January 31, 2022 36.52%
December 31, 2021 36.52%
November 30, 2021 36.52%
October 31, 2021 36.52%
September 30, 2021 36.52%
August 31, 2021 36.52%
July 31, 2021 36.52%
June 30, 2021 36.52%
May 31, 2021 36.52%
April 30, 2021 36.52%
March 31, 2021 36.52%
February 28, 2021 36.52%
January 31, 2021 36.52%
December 31, 2020 36.52%
November 30, 2020 36.52%
October 31, 2020 36.52%
September 30, 2020 36.52%
August 31, 2020 36.52%
July 31, 2020 36.52%
June 30, 2020 36.52%
May 31, 2020 36.52%
April 30, 2020 36.52%
Date Value
March 31, 2020 36.52%
February 29, 2020 13.21%
January 31, 2020 13.21%
December 31, 2019 13.21%
November 30, 2019 13.21%
October 31, 2019 13.21%
September 30, 2019 13.21%
August 31, 2019 13.21%
July 31, 2019 13.21%
June 30, 2019 13.21%
May 31, 2019 13.21%
April 30, 2019 13.21%
March 31, 2019 13.21%
February 28, 2019 13.21%
January 31, 2019 13.21%
December 31, 2018 13.21%
November 30, 2018 10.94%
October 31, 2018 10.94%
September 30, 2018 10.94%
August 31, 2018 10.94%
July 31, 2018 10.94%
June 30, 2018 10.94%
May 31, 2018 10.94%
April 30, 2018 10.94%
March 31, 2018 10.94%

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

9.03%
Minimum
May 2017
36.52%
Maximum
Mar 2020
22.28%
Average
13.21%
Median
Dec 2018