Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
July 31, 2022 31.69%
June 30, 2022 31.69%
May 31, 2022 31.69%
April 30, 2022 31.69%
March 31, 2022 31.69%
February 28, 2022 31.69%
January 31, 2022 31.69%
December 31, 2021 31.69%
November 30, 2021 31.69%
October 31, 2021 31.69%
September 30, 2021 31.69%
August 31, 2021 31.69%
July 31, 2021 31.69%
June 30, 2021 31.69%
May 31, 2021 31.69%
April 30, 2021 31.69%
March 31, 2021 31.69%
February 28, 2021 31.69%
January 31, 2021 31.69%
December 31, 2020 31.69%
November 30, 2020 31.69%
October 31, 2020 31.69%
September 30, 2020 31.69%
August 31, 2020 31.69%
July 31, 2020 31.69%
Date Value
June 30, 2020 31.69%
May 31, 2020 31.69%
April 30, 2020 31.69%
March 31, 2020 31.69%
February 29, 2020 16.69%
January 31, 2020 16.69%
December 31, 2019 16.69%
November 30, 2019 16.69%
October 31, 2019 16.69%
September 30, 2019 16.69%
August 31, 2019 16.69%
July 31, 2019 16.69%
June 30, 2019 16.69%
May 31, 2019 16.69%
April 30, 2019 16.69%
March 31, 2019 16.69%
February 28, 2019 16.69%
January 31, 2019 16.69%
December 31, 2018 16.69%
November 30, 2018 9.50%
October 31, 2018 9.50%
September 30, 2018 9.50%
August 31, 2018 9.50%
July 31, 2018 9.50%
June 30, 2018 9.50%

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

9.50%
Minimum
Aug 2017
31.69%
Maximum
Mar 2020
22.02%
Average
16.69%
Median
Dec 2018