Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
April 30, 2022 32.70%
March 31, 2022 32.70%
February 28, 2022 32.70%
January 31, 2022 32.70%
December 31, 2021 32.70%
November 30, 2021 32.70%
October 31, 2021 32.70%
September 30, 2021 32.70%
August 31, 2021 32.70%
July 31, 2021 32.70%
June 30, 2021 32.70%
May 31, 2021 32.70%
April 30, 2021 32.70%
March 31, 2021 32.70%
February 28, 2021 32.70%
January 31, 2021 32.70%
December 31, 2020 32.70%
November 30, 2020 32.70%
October 31, 2020 32.70%
September 30, 2020 32.70%
August 31, 2020 32.70%
July 31, 2020 32.70%
June 30, 2020 32.70%
May 31, 2020 32.70%
April 30, 2020 32.70%
Date Value
March 31, 2020 32.70%
February 29, 2020 17.30%
January 31, 2020 17.30%
December 31, 2019 17.30%
November 30, 2019 17.30%
October 31, 2019 17.30%
September 30, 2019 17.30%
August 31, 2019 17.30%
July 31, 2019 17.30%
June 30, 2019 17.30%
May 31, 2019 17.30%
April 30, 2019 17.30%
March 31, 2019 17.30%
February 28, 2019 17.30%
January 31, 2019 17.30%
December 31, 2018 17.30%
November 30, 2018 16.47%
October 31, 2018 16.47%
September 30, 2018 16.47%
August 31, 2018 16.47%
July 31, 2018 16.47%
June 30, 2018 16.47%
May 31, 2018 16.47%
April 30, 2018 16.47%
March 31, 2018 16.47%

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

16.47%
Minimum
May 2017
32.70%
Maximum
Mar 2020
23.71%
Average
17.30%
Median
Dec 2018