Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
July 31, 2022 32.92%
June 30, 2022 32.92%
May 31, 2022 32.92%
April 30, 2022 32.92%
March 31, 2022 32.92%
February 28, 2022 32.92%
January 31, 2022 32.92%
December 31, 2021 32.92%
November 30, 2021 32.92%
October 31, 2021 32.92%
September 30, 2021 32.92%
August 31, 2021 32.92%
July 31, 2021 32.92%
June 30, 2021 32.92%
May 31, 2021 32.92%
April 30, 2021 32.92%
March 31, 2021 32.92%
February 28, 2021 32.92%
January 31, 2021 32.92%
December 31, 2020 32.92%
November 30, 2020 32.92%
October 31, 2020 32.92%
September 30, 2020 32.92%
August 31, 2020 32.92%
July 31, 2020 32.92%
Date Value
June 30, 2020 32.92%
May 31, 2020 32.92%
April 30, 2020 32.92%
March 31, 2020 32.92%
February 29, 2020 13.20%
January 31, 2020 13.20%
December 31, 2019 13.20%
November 30, 2019 13.20%
October 31, 2019 13.20%
September 30, 2019 13.20%
August 31, 2019 13.20%
July 31, 2019 13.20%
June 30, 2019 13.20%
May 31, 2019 13.20%
April 30, 2019 13.20%
March 31, 2019 13.20%
February 28, 2019 13.20%
January 31, 2019 13.20%
December 31, 2018 13.20%
November 30, 2018 9.51%
October 31, 2018 9.51%
September 30, 2018 9.51%
August 31, 2018 9.51%
July 31, 2018 9.51%
June 30, 2018 9.51%

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

9.51%
Minimum
Aug 2017
32.92%
Maximum
Mar 2020
21.75%
Average
13.20%
Median
Dec 2018