Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
May 31, 2022 30.25%
April 30, 2022 30.25%
March 31, 2022 30.25%
February 28, 2022 30.25%
January 31, 2022 30.25%
December 31, 2021 30.25%
November 30, 2021 30.25%
October 31, 2021 30.25%
September 30, 2021 30.25%
August 31, 2021 30.25%
July 31, 2021 30.25%
June 30, 2021 30.25%
May 31, 2021 30.25%
April 30, 2021 30.25%
March 31, 2021 30.25%
February 28, 2021 30.25%
January 31, 2021 30.25%
December 31, 2020 30.25%
November 30, 2020 30.25%
October 31, 2020 30.25%
September 30, 2020 30.25%
August 31, 2020 30.25%
July 31, 2020 30.25%
June 30, 2020 30.25%
May 31, 2020 30.25%
Date Value
April 30, 2020 30.25%
March 31, 2020 30.25%
February 29, 2020 11.38%
January 31, 2020 11.38%
December 31, 2019 11.38%
November 30, 2019 11.38%
October 31, 2019 11.38%
September 30, 2019 11.38%
August 31, 2019 11.38%
July 31, 2019 11.38%
June 30, 2019 11.38%
May 31, 2019 11.38%
April 30, 2019 11.38%
March 31, 2019 11.38%
February 28, 2019 11.38%
January 31, 2019 11.38%
December 31, 2018 11.38%
November 30, 2018 11.38%
October 31, 2018 11.38%
September 30, 2018 11.38%
August 31, 2018 11.38%
July 31, 2018 11.38%
June 30, 2018 11.38%
May 31, 2018 11.38%
April 30, 2018 11.38%

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

11.38%
Minimum
Jun 2017
30.25%
Maximum
Mar 2020
19.87%
Average
11.38%
Median
Jun 2017