Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
May 31, 2022 32.13%
April 30, 2022 32.13%
March 31, 2022 32.13%
February 28, 2022 32.13%
January 31, 2022 32.13%
December 31, 2021 32.13%
November 30, 2021 32.13%
October 31, 2021 32.13%
September 30, 2021 32.13%
August 31, 2021 32.13%
July 31, 2021 32.13%
June 30, 2021 32.13%
May 31, 2021 32.13%
April 30, 2021 32.13%
March 31, 2021 32.13%
February 28, 2021 32.13%
January 31, 2021 32.13%
December 31, 2020 32.13%
November 30, 2020 32.13%
October 31, 2020 32.13%
September 30, 2020 32.13%
August 31, 2020 32.13%
July 31, 2020 32.13%
June 30, 2020 32.13%
May 31, 2020 32.13%
Date Value
April 30, 2020 32.13%
March 31, 2020 32.13%
February 29, 2020 20.46%
January 31, 2020 20.46%
December 31, 2019 20.46%
November 30, 2019 20.46%
October 31, 2019 20.46%
September 30, 2019 20.46%
August 31, 2019 20.46%
July 31, 2019 20.46%
June 30, 2019 20.46%
May 31, 2019 20.46%
April 30, 2019 20.46%
March 31, 2019 20.46%
February 28, 2019 20.46%
January 31, 2019 20.46%
December 31, 2018 20.46%
November 30, 2018 20.06%
October 31, 2018 20.06%
September 30, 2018 20.06%
August 31, 2018 20.06%
July 31, 2018 20.06%
June 30, 2018 20.06%
May 31, 2018 20.06%
April 30, 2018 20.06%

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

20.06%
Minimum
Jun 2017
32.13%
Maximum
Mar 2020
25.59%
Average
20.46%
Median
Dec 2018