Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
May 31, 2022 27.25%
April 30, 2022 27.25%
March 31, 2022 27.25%
February 28, 2022 27.25%
January 31, 2022 27.25%
December 31, 2021 27.25%
November 30, 2021 27.25%
October 31, 2021 27.25%
September 30, 2021 27.25%
August 31, 2021 27.25%
July 31, 2021 27.25%
June 30, 2021 27.25%
May 31, 2021 27.25%
April 30, 2021 27.25%
March 31, 2021 27.25%
February 28, 2021 27.25%
January 31, 2021 27.25%
December 31, 2020 27.25%
November 30, 2020 27.25%
October 31, 2020 27.25%
September 30, 2020 27.25%
August 31, 2020 27.25%
July 31, 2020 27.25%
June 30, 2020 27.25%
May 31, 2020 27.25%
Date Value
April 30, 2020 27.25%
March 31, 2020 27.25%
February 29, 2020 16.81%
January 31, 2020 16.81%
December 31, 2019 16.81%
November 30, 2019 16.81%
October 31, 2019 16.81%
September 30, 2019 16.81%
August 31, 2019 16.81%
July 31, 2019 16.81%
June 30, 2019 16.81%
May 31, 2019 16.81%
April 30, 2019 16.81%
March 31, 2019 16.81%
February 28, 2019 16.81%
January 31, 2019 16.81%
December 31, 2018 16.81%
November 30, 2018 15.80%
October 31, 2018 15.80%
September 30, 2018 15.80%
August 31, 2018 15.80%
July 31, 2018 15.80%
June 30, 2018 15.80%
May 31, 2018 15.80%
April 30, 2018 15.80%

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

15.80%
Minimum
Feb 2018
35.78%
Maximum
Jun 2017
22.75%
Average
27.25%
Median
Mar 2020