Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1962. Upgrade now.
Date Value
June 30, 2022 36.43%
May 31, 2022 36.43%
April 30, 2022 36.43%
March 31, 2022 36.43%
February 28, 2022 36.43%
January 31, 2022 36.43%
December 31, 2021 36.43%
November 30, 2021 36.43%
October 31, 2021 36.43%
September 30, 2021 36.43%
August 31, 2021 36.43%
July 31, 2021 36.43%
June 30, 2021 36.43%
May 31, 2021 36.43%
April 30, 2021 36.43%
March 31, 2021 36.43%
February 28, 2021 36.43%
January 31, 2021 36.43%
December 31, 2020 36.43%
November 30, 2020 36.43%
October 31, 2020 36.43%
September 30, 2020 36.43%
August 31, 2020 36.43%
July 31, 2020 36.43%
June 30, 2020 36.43%
Date Value
May 31, 2020 36.43%
April 30, 2020 36.43%
March 31, 2020 36.43%
February 29, 2020 17.91%
January 31, 2020 17.91%
December 31, 2019 17.91%
November 30, 2019 17.91%
October 31, 2019 17.91%
September 30, 2019 17.91%
August 31, 2019 17.91%
July 31, 2019 17.91%
June 30, 2019 17.91%
May 31, 2019 17.91%
April 30, 2019 17.91%
March 31, 2019 17.91%
February 28, 2019 17.91%
January 31, 2019 17.91%
December 31, 2018 17.91%
November 30, 2018 12.20%
October 31, 2018 12.20%
September 30, 2018 12.20%
August 31, 2018 12.20%
July 31, 2018 12.20%
June 30, 2018 12.20%
May 31, 2018 12.20%

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

12.20%
Minimum
Jul 2017
36.43%
Maximum
Mar 2020
24.93%
Average
17.91%
Median
Dec 2018