Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2020 22.21%
April 30, 2020 22.21%
March 31, 2020 22.21%
February 29, 2020 22.21%
January 31, 2020 22.21%
June 30, 2019 22.21%
May 31, 2019 22.21%
April 30, 2019 22.21%
March 31, 2019 22.21%
February 28, 2019 22.21%
January 31, 2019 22.21%
December 31, 2018 22.21%
November 30, 2018 20.19%
October 31, 2018 20.19%
September 30, 2018 20.19%
August 31, 2018 20.19%
July 31, 2018 20.19%
June 30, 2018 20.19%
May 31, 2018 20.19%
April 30, 2018 20.19%
March 31, 2018 20.19%
February 28, 2018 20.19%
January 31, 2018 20.19%
December 31, 2017 20.19%
November 30, 2017 20.19%
Date Value
October 31, 2017 20.19%
September 30, 2017 20.19%
August 31, 2017 20.19%
July 31, 2017 20.19%
June 30, 2017 20.19%
May 31, 2017 20.19%
April 30, 2017 20.19%
March 31, 2017 20.19%
February 28, 2017 20.19%
January 31, 2017 20.19%
December 31, 2016 20.19%
November 30, 2016 20.19%
October 31, 2016 20.19%
September 30, 2016 20.19%
August 31, 2016 20.19%
July 31, 2016 20.19%
June 30, 2016 20.19%
May 31, 2016 20.19%
April 30, 2016 20.19%
March 31, 2016 20.19%
February 29, 2016 20.19%
January 31, 2016 18.25%
December 31, 2015 12.68%
November 30, 2015 12.68%
October 31, 2015 12.68%

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.

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Max Drawdown (5Y) Range, Past 5 Years

22.21%
Minimum
May 2019
22.21%
Maximum
May 2019
22.21%
Average
22.21%
Median
May 2019