Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
May 31, 2022 51.28%
April 30, 2022 42.89%
March 31, 2022 40.92%
February 28, 2022 37.66%
January 31, 2022 37.66%
December 31, 2021 37.49%
November 30, 2021 37.49%
October 31, 2021 37.49%
September 30, 2021 37.49%
August 31, 2021 37.49%
July 31, 2021 37.49%
June 30, 2021 37.49%
May 31, 2021 37.49%
April 30, 2021 37.49%
March 31, 2021 37.49%
February 28, 2021 37.49%
January 31, 2021 37.49%
December 31, 2020 37.49%
November 30, 2020 37.49%
October 31, 2020 37.49%
September 30, 2020 37.49%
August 31, 2020 37.49%
July 31, 2020 37.49%
June 30, 2020 37.49%
May 31, 2020 37.49%
Date Value
April 30, 2020 37.49%
March 31, 2020 37.49%
February 29, 2020 27.14%
January 31, 2020 27.14%
December 31, 2019 27.14%
November 30, 2019 27.14%
October 31, 2019 27.14%
September 30, 2019 27.14%
August 31, 2019 27.14%
July 31, 2019 27.14%
June 30, 2019 27.14%
May 31, 2019 27.14%
April 30, 2019 27.14%
March 31, 2019 27.14%
February 28, 2019 27.14%
January 31, 2019 27.14%
December 31, 2018 27.14%
November 30, 2018 27.14%
October 31, 2018 27.14%
September 30, 2018 27.14%
August 31, 2018 27.14%
July 31, 2018 27.14%
June 30, 2018 27.14%
May 31, 2018 27.14%
April 30, 2018 27.14%

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

27.14%
Minimum
Jun 2017
51.28%
Maximum
May 2022
32.18%
Average
27.14%
Median
Jun 2017