Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
August 31, 2023 40.19%
July 31, 2023 40.19%
June 30, 2023 40.19%
May 31, 2023 40.19%
April 30, 2023 40.19%
March 31, 2023 40.19%
February 28, 2023 40.19%
January 31, 2023 40.19%
December 31, 2022 40.19%
November 30, 2022 40.19%
October 31, 2022 39.70%
September 30, 2022 38.32%
August 31, 2022 33.34%
July 31, 2022 33.34%
June 30, 2022 33.34%
May 31, 2022 30.76%
April 30, 2022 28.60%
March 31, 2022 28.09%
February 28, 2022 28.09%
January 31, 2022 28.09%
December 31, 2021 28.09%
November 30, 2021 28.09%
October 31, 2021 28.09%
September 30, 2021 28.09%
August 31, 2021 28.09%
Date Value
July 31, 2021 28.09%
June 30, 2021 28.09%
May 31, 2021 28.09%
April 30, 2021 28.09%
March 31, 2021 28.09%
February 28, 2021 28.09%
January 31, 2021 28.09%
December 31, 2020 28.09%
November 30, 2020 28.09%
October 31, 2020 28.09%
September 30, 2020 28.09%
August 31, 2020 28.09%
July 31, 2020 28.09%
June 30, 2020 28.09%
May 31, 2020 28.09%
April 30, 2020 28.09%
March 31, 2020 28.09%
February 29, 2020 22.74%
January 31, 2020 22.74%
December 31, 2019 22.74%
November 30, 2019 22.74%
October 31, 2019 22.74%
September 30, 2019 22.74%
August 31, 2019 22.74%
July 31, 2019 22.74%

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

22.74%
Minimum
Sep 2018
40.19%
Maximum
Nov 2022
29.18%
Average
28.09%
Median
Mar 2020