Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
May 31, 2022 40.99%
April 30, 2022 40.99%
March 31, 2022 40.99%
February 28, 2022 40.99%
January 31, 2022 40.99%
December 31, 2021 40.99%
November 30, 2021 40.99%
October 31, 2021 40.99%
September 30, 2021 40.99%
August 31, 2021 40.99%
July 31, 2021 40.99%
June 30, 2021 40.99%
May 31, 2021 40.99%
April 30, 2021 40.99%
March 31, 2021 40.99%
February 28, 2021 40.99%
January 31, 2021 40.99%
December 31, 2020 40.99%
November 30, 2020 40.99%
October 31, 2020 40.99%
September 30, 2020 40.99%
August 31, 2020 40.99%
July 31, 2020 40.99%
June 30, 2020 40.99%
May 31, 2020 40.99%
Date Value
April 30, 2020 40.99%
March 31, 2020 40.99%
February 29, 2020 20.32%
January 31, 2020 20.32%
December 31, 2019 20.32%
November 30, 2019 20.32%
October 31, 2019 20.32%
September 30, 2019 20.32%
August 31, 2019 20.32%
July 31, 2019 20.32%
June 30, 2019 20.32%
May 31, 2019 20.32%
April 30, 2019 20.32%
March 31, 2019 20.32%
February 28, 2019 20.32%
January 31, 2019 20.32%
December 31, 2018 20.32%
November 30, 2018 18.79%
October 31, 2018 18.79%
September 30, 2018 18.79%
August 31, 2018 18.79%
July 31, 2018 18.79%
June 30, 2018 18.79%
May 31, 2018 18.79%
April 30, 2018 18.79%

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

18.79%
Minimum
Jun 2017
40.99%
Maximum
Mar 2020
29.16%
Average
20.32%
Median
Dec 2018