Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
July 31, 2022 88.24%
June 30, 2022 88.24%
May 31, 2022 88.24%
April 30, 2022 88.24%
March 31, 2022 88.24%
February 28, 2022 88.24%
January 31, 2022 88.24%
December 31, 2021 88.24%
November 30, 2021 88.24%
October 31, 2021 88.24%
September 30, 2021 88.24%
August 31, 2021 88.21%
July 31, 2021 87.55%
June 30, 2021 87.28%
May 31, 2021 87.28%
April 30, 2021 87.28%
March 31, 2021 86.48%
February 28, 2021 86.48%
January 31, 2021 86.48%
December 31, 2020 86.48%
November 30, 2020 85.96%
October 31, 2020 84.87%
September 30, 2020 84.87%
August 31, 2020 84.66%
July 31, 2020 84.66%
Date Value
June 30, 2020 84.66%
May 31, 2020 84.66%
April 30, 2020 84.66%
March 31, 2020 86.01%
February 29, 2020 86.59%
January 31, 2020 86.77%
December 31, 2019 86.77%
November 30, 2019 86.77%
October 31, 2019 86.77%
September 30, 2019 86.77%
August 31, 2019 86.77%
July 31, 2019 86.77%
June 30, 2019 86.77%
May 31, 2019 86.77%
April 30, 2019 86.77%
March 31, 2019 86.77%
February 28, 2019 88.46%
January 31, 2019 88.46%
December 31, 2018 88.48%
November 30, 2018 89.46%
October 31, 2018 93.43%
September 30, 2018 93.56%
August 31, 2018 93.56%
July 31, 2018 93.56%
June 30, 2018 93.56%

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

84.66%
Minimum
Apr 2020
93.56%
Maximum
Aug 2017
88.64%
Average
88.22%
Median