Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2018. Upgrade now.
Date Value
June 30, 2023 36.79%
May 31, 2023 36.79%
April 30, 2023 36.79%
March 31, 2023 36.79%
February 28, 2023 36.79%
January 31, 2023 36.79%
December 31, 2022 36.79%
November 30, 2022 36.79%
October 31, 2022 36.79%
September 30, 2022 36.79%
August 31, 2022 36.79%
July 31, 2022 36.79%
June 30, 2022 36.79%
May 31, 2022 36.79%
April 30, 2022 36.79%
March 31, 2022 36.79%
February 28, 2022 36.79%
January 31, 2022 36.79%
December 31, 2021 36.79%
November 30, 2021 36.79%
October 31, 2021 36.79%
September 30, 2021 36.79%
August 31, 2021 36.79%
July 31, 2021 36.79%
June 30, 2021 36.79%
Date Value
May 31, 2021 36.79%
April 30, 2021 36.79%
March 31, 2021 36.79%
February 28, 2021 36.79%
January 31, 2021 36.79%
December 31, 2020 36.79%
November 30, 2020 36.79%
October 31, 2020 36.79%
September 30, 2020 36.79%
August 31, 2020 36.79%
July 31, 2020 36.79%
June 30, 2020 36.79%
May 31, 2020 36.79%
April 30, 2020 36.79%
March 31, 2020 36.79%
February 29, 2020 25.46%
January 31, 2020 24.13%
December 31, 2019 23.70%
November 30, 2019 23.70%
October 31, 2019 23.70%
September 30, 2019 23.70%
August 31, 2019 23.56%
July 31, 2019 22.39%
June 30, 2019 22.39%
May 31, 2019 22.39%

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

22.39%
Minimum
May 2019
36.79%
Maximum
Mar 2020
34.14%
Average
36.79%
Median
Mar 2020