Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
June 30, 2022 39.12%
May 31, 2022 39.12%
April 30, 2022 39.12%
March 31, 2022 39.12%
February 28, 2022 39.12%
January 31, 2022 39.12%
December 31, 2021 39.12%
November 30, 2021 39.12%
October 31, 2021 39.12%
September 30, 2021 39.12%
August 31, 2021 39.12%
July 31, 2021 39.12%
June 30, 2021 39.12%
May 31, 2021 39.12%
April 30, 2021 39.12%
March 31, 2021 39.12%
February 28, 2021 39.12%
January 31, 2021 39.12%
December 31, 2020 39.12%
November 30, 2020 39.12%
October 31, 2020 39.12%
September 30, 2020 39.12%
August 31, 2020 39.12%
July 31, 2020 39.12%
June 30, 2020 39.12%
Date Value
May 31, 2020 39.12%
April 30, 2020 39.12%
March 31, 2020 39.12%
February 29, 2020 33.59%
January 31, 2020 33.59%
December 31, 2019 33.59%
November 30, 2019 33.59%
October 31, 2019 33.59%
September 30, 2019 33.59%
August 31, 2019 33.59%
July 31, 2019 33.59%
June 30, 2019 33.59%
May 31, 2019 33.59%
April 30, 2019 33.59%
March 31, 2019 33.59%
February 28, 2019 33.59%
January 31, 2019 33.59%
December 31, 2018 33.59%
November 30, 2018 33.59%
October 31, 2018 33.59%
September 30, 2018 33.59%
August 31, 2018 33.59%
July 31, 2018 33.59%
June 30, 2018 33.59%
May 31, 2018 33.59%

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

33.59%
Minimum
Sep 2017
39.12%
Maximum
Mar 2020
36.29%
Average
35.14%
Median