Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2023 17.02%
February 28, 2023 17.02%
January 31, 2023 17.02%
December 31, 2022 17.02%
November 30, 2022 17.02%
October 31, 2022 17.02%
September 30, 2022 15.84%
August 31, 2022 13.54%
July 31, 2022 13.54%
Date Value
June 30, 2022 13.54%
May 31, 2022 11.14%
April 30, 2022 10.46%
March 31, 2022 8.72%
February 28, 2022 8.72%
January 31, 2022 8.72%
December 31, 2021 8.72%
November 30, 2021 8.72%

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

8.72%
Minimum
Nov 2021
17.02%
Maximum
Oct 2022
13.16%
Average
13.54%
Median
Jun 2022