Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
June 30, 2022 28.34%
May 31, 2022 28.34%
April 30, 2022 28.34%
March 31, 2022 28.34%
February 28, 2022 28.34%
January 31, 2022 28.34%
December 31, 2021 28.34%
November 30, 2021 28.34%
October 31, 2021 28.34%
September 30, 2021 28.34%
August 31, 2021 28.34%
July 31, 2021 28.34%
June 30, 2021 28.34%
May 31, 2021 28.34%
April 30, 2021 28.34%
March 31, 2021 28.34%
February 28, 2021 28.34%
January 31, 2021 28.34%
December 31, 2020 28.34%
November 30, 2020 28.34%
October 31, 2020 28.34%
September 30, 2020 28.34%
August 31, 2020 28.34%
July 31, 2020 28.34%
June 30, 2020 28.34%
Date Value
May 31, 2020 28.34%
April 30, 2020 28.34%
March 31, 2020 28.34%
February 29, 2020 17.09%
January 31, 2020 17.09%
December 31, 2019 17.09%
November 30, 2019 17.09%
October 31, 2019 17.09%
September 30, 2019 17.09%
August 31, 2019 17.09%
July 31, 2019 17.09%
June 30, 2019 17.09%
May 31, 2019 17.09%
April 30, 2019 17.09%
March 31, 2019 17.09%
February 28, 2019 17.09%
January 31, 2019 17.09%
December 31, 2018 17.09%
November 30, 2018 12.47%
October 31, 2018 12.47%
September 30, 2018 12.47%
August 31, 2018 12.47%
July 31, 2018 12.47%
June 30, 2018 12.47%
May 31, 2018 12.47%

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

12.47%
Minimum
Jul 2017
28.34%
Maximum
Mar 2020
21.03%
Average
17.09%
Median
Dec 2018