Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
June 30, 2022 27.76%
May 31, 2022 27.76%
April 30, 2022 27.76%
March 31, 2022 27.76%
February 28, 2022 27.76%
January 31, 2022 27.76%
December 31, 2021 27.76%
November 30, 2021 27.76%
October 31, 2021 27.76%
September 30, 2021 27.76%
August 31, 2021 27.76%
July 31, 2021 27.76%
June 30, 2021 27.76%
May 31, 2021 27.76%
April 30, 2021 27.76%
March 31, 2021 27.76%
February 28, 2021 27.76%
January 31, 2021 27.76%
December 31, 2020 27.76%
November 30, 2020 27.76%
October 31, 2020 27.76%
September 30, 2020 27.76%
August 31, 2020 27.76%
July 31, 2020 27.76%
June 30, 2020 27.76%
Date Value
May 31, 2020 27.76%
April 30, 2020 27.76%
March 31, 2020 27.76%
February 29, 2020 16.00%
January 31, 2020 16.00%
December 31, 2019 16.00%
November 30, 2019 16.00%
October 31, 2019 16.00%
September 30, 2019 16.00%
August 31, 2019 16.00%
July 31, 2019 16.00%
June 30, 2019 16.00%
May 31, 2019 16.00%
April 30, 2019 16.00%
March 31, 2019 16.00%
February 28, 2019 16.00%
January 31, 2019 16.00%
December 31, 2018 16.00%
November 30, 2018 14.07%
October 31, 2018 14.07%
September 30, 2018 14.07%
August 31, 2018 14.07%
July 31, 2018 14.07%
June 30, 2018 14.07%
May 31, 2018 14.07%

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

14.07%
Minimum
Jul 2017
27.76%
Maximum
Mar 2020
20.94%
Average
16.00%
Median
Dec 2018