Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
June 30, 2022 39.38%
May 31, 2022 39.38%
April 30, 2022 39.38%
March 31, 2022 39.38%
February 28, 2022 39.38%
January 31, 2022 39.38%
December 31, 2021 39.38%
November 30, 2021 39.38%
October 31, 2021 39.38%
September 30, 2021 39.38%
August 31, 2021 39.38%
July 31, 2021 39.38%
June 30, 2021 39.38%
May 31, 2021 39.38%
April 30, 2021 39.38%
March 31, 2021 39.38%
February 28, 2021 39.38%
January 31, 2021 39.38%
December 31, 2020 39.38%
November 30, 2020 39.38%
October 31, 2020 39.38%
September 30, 2020 39.38%
August 31, 2020 39.38%
July 31, 2020 39.38%
June 30, 2020 39.38%
Date Value
May 31, 2020 39.38%
April 30, 2020 39.38%
March 31, 2020 39.38%
February 29, 2020 21.21%
January 31, 2020 21.21%
December 31, 2019 21.21%
November 30, 2019 21.21%
October 31, 2019 21.21%
September 30, 2019 21.21%
August 31, 2019 21.21%
July 31, 2019 21.21%
June 30, 2019 21.21%
May 31, 2019 21.21%
April 30, 2019 21.21%
March 31, 2019 21.21%
February 28, 2019 21.21%
January 31, 2019 21.21%
December 31, 2018 21.21%
November 30, 2018 20.55%
October 31, 2018 20.55%
September 30, 2018 20.55%
August 31, 2018 20.55%
July 31, 2018 20.55%
June 30, 2018 20.55%
May 31, 2018 20.55%

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

20.55%
Minimum
Jul 2017
39.38%
Maximum
Mar 2020
29.51%
Average
21.21%
Median
Dec 2018