Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1987. Upgrade now.
Date Value
April 30, 2022 35.99%
March 31, 2022 35.99%
February 28, 2022 35.99%
January 31, 2022 35.99%
December 31, 2021 35.99%
November 30, 2021 35.99%
October 31, 2021 35.99%
September 30, 2021 35.99%
August 31, 2021 35.99%
July 31, 2021 35.99%
June 30, 2021 35.99%
May 31, 2021 35.99%
April 30, 2021 35.99%
March 31, 2021 35.99%
February 28, 2021 35.99%
January 31, 2021 35.99%
December 31, 2020 35.99%
November 30, 2020 35.99%
October 31, 2020 35.99%
September 30, 2020 35.99%
August 31, 2020 35.99%
July 31, 2020 35.99%
June 30, 2020 35.99%
May 31, 2020 35.99%
April 30, 2020 35.99%
Date Value
March 31, 2020 35.99%
February 29, 2020 15.37%
January 31, 2020 15.37%
December 31, 2019 15.37%
November 30, 2019 15.37%
October 31, 2019 15.37%
September 30, 2019 15.37%
August 31, 2019 15.37%
July 31, 2019 15.37%
June 30, 2019 15.37%
May 31, 2019 15.37%
April 30, 2019 15.37%
March 31, 2019 15.37%
February 28, 2019 15.37%
January 31, 2019 15.37%
December 31, 2018 15.37%
November 30, 2018 12.60%
October 31, 2018 12.60%
September 30, 2018 12.60%
August 31, 2018 12.60%
July 31, 2018 12.60%
June 30, 2018 12.60%
May 31, 2018 12.60%
April 30, 2018 12.60%
March 31, 2018 12.60%

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

12.60%
Minimum
May 2017
35.99%
Maximum
Mar 2020
23.43%
Average
15.37%
Median
Dec 2018