Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1988. Upgrade now.
Date Value
July 31, 2022 43.97%
June 30, 2022 43.97%
May 31, 2022 43.97%
April 30, 2022 43.97%
March 31, 2022 43.97%
February 28, 2022 43.97%
January 31, 2022 43.97%
December 31, 2021 43.97%
November 30, 2021 43.97%
October 31, 2021 43.97%
September 30, 2021 43.97%
August 31, 2021 43.97%
July 31, 2021 43.97%
June 30, 2021 43.97%
May 31, 2021 43.97%
April 30, 2021 43.97%
March 31, 2021 43.97%
February 28, 2021 43.97%
January 31, 2021 43.97%
December 31, 2020 43.97%
November 30, 2020 43.97%
October 31, 2020 45.13%
September 30, 2020 45.13%
August 31, 2020 45.13%
July 31, 2020 45.13%
Date Value
June 30, 2020 45.13%
May 31, 2020 45.13%
April 30, 2020 45.13%
March 31, 2020 45.13%
February 29, 2020 45.13%
January 31, 2020 45.13%
December 31, 2019 45.13%
November 30, 2019 45.13%
October 31, 2019 45.13%
September 30, 2019 45.13%
August 31, 2019 45.13%
July 31, 2019 45.13%
June 30, 2019 45.13%
May 31, 2019 45.13%
April 30, 2019 45.13%
March 31, 2019 45.13%
February 28, 2019 45.13%
January 31, 2019 45.13%
December 31, 2018 45.13%
November 30, 2018 45.13%
October 31, 2018 45.13%
September 30, 2018 45.13%
August 31, 2018 45.13%
July 31, 2018 45.13%
June 30, 2018 45.13%

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

43.97%
Minimum
Nov 2020
45.13%
Maximum
Aug 2017
44.72%
Average
45.13%
Median
Aug 2017