Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2020. Upgrade now.
Date Value
November 30, 2022 18.15%
October 31, 2022 18.15%
September 30, 2022 16.70%
August 31, 2022 14.14%
July 31, 2022 14.14%
June 30, 2022 14.14%
May 31, 2022 11.58%
April 30, 2022 10.74%
March 31, 2022 7.93%
February 28, 2022 6.17%
January 31, 2022 6.17%
December 31, 2021 6.17%
November 30, 2021 6.17%
Date Value
October 31, 2021 6.17%
September 30, 2021 6.17%
August 31, 2021 6.17%
July 31, 2021 6.17%
June 30, 2021 6.17%
May 31, 2021 6.17%
April 30, 2021 6.17%
March 31, 2021 6.17%
February 28, 2021 6.17%
January 31, 2021 6.17%
December 31, 2020 6.17%
November 30, 2020 6.17%

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

6.17%
Minimum
Nov 2020
18.15%
Maximum
Oct 2022
8.97%
Average
6.17%
Median
Nov 2020