Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
April 30, 2022 11.02%
March 31, 2022 9.03%
February 28, 2022 9.03%
January 31, 2022 9.03%
December 31, 2021 9.03%
November 30, 2021 9.03%
October 31, 2021 9.03%
September 30, 2021 9.03%
August 31, 2021 9.03%
July 31, 2021 9.03%
June 30, 2021 9.03%
May 31, 2021 9.03%
April 30, 2021 9.03%
March 31, 2021 9.03%
February 28, 2021 9.03%
January 31, 2021 9.03%
December 31, 2020 9.03%
November 30, 2020 9.03%
October 31, 2020 9.03%
September 30, 2020 9.03%
August 31, 2020 9.03%
July 31, 2020 9.03%
June 30, 2020 9.03%
May 31, 2020 9.03%
April 30, 2020 9.03%
Date Value
March 31, 2020 9.03%
February 29, 2020 3.69%
January 31, 2020 3.69%
December 31, 2019 3.69%
November 30, 2019 3.69%
October 31, 2019 3.69%
September 30, 2019 3.69%
August 31, 2019 3.69%
July 31, 2019 3.69%
June 30, 2019 3.69%
May 31, 2019 3.69%
April 30, 2019 3.69%
March 31, 2019 3.69%
February 28, 2019 3.69%
January 31, 2019 3.69%
December 31, 2018 3.69%
November 30, 2018 3.69%
October 31, 2018 3.69%
September 30, 2018 3.69%
August 31, 2018 3.69%
July 31, 2018 3.69%
June 30, 2018 5.00%
May 31, 2018 5.00%
April 30, 2018 5.00%
March 31, 2018 5.00%

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

3.69%
Minimum
Jul 2018
11.02%
Maximum
Apr 2022
6.34%
Average
5.00%
Median
May 2017