Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
September 30, 2022 32.30%
August 31, 2022 31.15%
July 31, 2022 31.15%
June 30, 2022 31.15%
May 31, 2022 31.15%
April 30, 2022 31.15%
March 31, 2022 31.15%
February 28, 2022 31.15%
January 31, 2022 31.15%
December 31, 2021 31.15%
November 30, 2021 31.15%
October 31, 2021 31.15%
September 30, 2021 31.15%
August 31, 2021 31.15%
July 31, 2021 31.15%
June 30, 2021 31.15%
May 31, 2021 31.15%
April 30, 2021 31.15%
March 31, 2021 31.15%
February 28, 2021 31.15%
January 31, 2021 31.15%
December 31, 2020 31.15%
November 30, 2020 31.15%
October 31, 2020 31.15%
September 30, 2020 31.15%
Date Value
August 31, 2020 31.15%
July 31, 2020 31.15%
June 30, 2020 31.15%
May 31, 2020 31.15%
April 30, 2020 31.15%
March 31, 2020 31.15%
February 29, 2020 23.77%
January 31, 2020 23.77%
December 31, 2019 23.77%
November 30, 2019 23.77%
October 31, 2019 23.77%
September 30, 2019 23.77%
August 31, 2019 23.77%
July 31, 2019 23.77%
June 30, 2019 23.77%
May 31, 2019 23.77%
April 30, 2019 23.77%
March 31, 2019 23.77%
February 28, 2019 23.77%
January 31, 2019 23.77%
December 31, 2018 23.77%
November 30, 2018 15.61%
October 31, 2018 13.67%
September 30, 2018 13.67%
August 31, 2018 13.67%

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

13.67%
Minimum
Oct 2017
32.30%
Maximum
Sep 2022
25.28%
Average
31.15%
Median
Mar 2020