Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
May 31, 2022 47.91%
April 30, 2022 47.91%
March 31, 2022 47.91%
February 28, 2022 47.91%
January 31, 2022 47.91%
December 31, 2021 47.91%
November 30, 2021 47.91%
October 31, 2021 47.91%
September 30, 2021 47.91%
August 31, 2021 47.91%
July 31, 2021 47.91%
June 30, 2021 47.91%
May 31, 2021 47.91%
April 30, 2021 47.91%
March 31, 2021 47.91%
February 28, 2021 47.91%
January 31, 2021 47.91%
December 31, 2020 47.91%
November 30, 2020 47.91%
October 31, 2020 47.91%
September 30, 2020 47.91%
August 31, 2020 47.91%
July 31, 2020 47.91%
June 30, 2020 47.91%
May 31, 2020 47.91%
Date Value
April 30, 2020 47.91%
March 31, 2020 47.91%
February 29, 2020 26.29%
January 31, 2020 26.29%
December 31, 2019 26.29%
November 30, 2019 26.29%
October 31, 2019 26.29%
September 30, 2019 26.29%
August 31, 2019 26.29%
July 31, 2019 26.29%
June 30, 2019 26.29%
May 31, 2019 26.29%
April 30, 2019 26.29%
March 31, 2019 26.29%
February 28, 2019 26.29%
January 31, 2019 26.29%
December 31, 2018 26.29%
November 30, 2018 20.04%
October 31, 2018 20.04%
September 30, 2018 20.04%
August 31, 2018 20.04%
July 31, 2018 20.04%
June 30, 2018 20.04%
May 31, 2018 20.04%
April 30, 2018 20.04%

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

20.04%
Minimum
Jun 2017
47.91%
Maximum
Mar 2020
34.14%
Average
26.29%
Median
Dec 2018