Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2017. Upgrade now.
Date Value
June 30, 2023 28.94%
May 31, 2023 28.94%
April 30, 2023 28.94%
March 31, 2023 28.94%
February 28, 2023 28.94%
January 31, 2023 28.94%
December 31, 2022 28.94%
November 30, 2022 28.94%
October 31, 2022 28.94%
September 30, 2022 28.94%
August 31, 2022 28.94%
July 31, 2022 28.94%
June 30, 2022 28.94%
May 31, 2022 28.94%
April 30, 2022 28.94%
March 31, 2022 28.94%
February 28, 2022 28.94%
January 31, 2022 28.94%
December 31, 2021 28.94%
November 30, 2021 28.94%
October 31, 2021 28.94%
September 30, 2021 28.94%
August 31, 2021 28.94%
July 31, 2021 28.94%
June 30, 2021 28.94%
Date Value
May 31, 2021 28.94%
April 30, 2021 28.94%
March 31, 2021 28.94%
February 28, 2021 28.94%
January 31, 2021 28.94%
December 31, 2020 28.94%
November 30, 2020 28.94%
October 31, 2020 28.94%
September 30, 2020 28.94%
August 31, 2020 28.94%
July 31, 2020 28.94%
June 30, 2020 28.94%
May 31, 2020 28.94%
April 30, 2020 28.94%
March 31, 2020 28.94%
February 29, 2020 28.94%
January 31, 2020 28.94%
December 31, 2019 28.94%
November 30, 2019 28.94%
October 31, 2019 28.94%
September 30, 2019 28.94%
August 31, 2019 28.94%
July 31, 2019 0.00%
June 30, 2019 0.00%
May 31, 2019 0.00%

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

--
Minimum
Jul 2019
28.94%
Maximum
Aug 2019
28.34%
Average
28.94%
Median
Aug 2019

Max Drawdown (5Y) Benchmarks