Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
May 31, 2022 42.80%
April 30, 2022 42.80%
March 31, 2022 42.80%
February 28, 2022 42.80%
January 31, 2022 42.80%
December 31, 2021 42.80%
November 30, 2021 42.80%
October 31, 2021 42.80%
September 30, 2021 42.80%
August 31, 2021 42.80%
July 31, 2021 42.80%
June 30, 2021 42.80%
May 31, 2021 42.80%
April 30, 2021 42.80%
March 31, 2021 42.80%
February 28, 2021 42.80%
January 31, 2021 42.80%
December 31, 2020 42.80%
November 30, 2020 42.80%
October 31, 2020 42.80%
September 30, 2020 42.80%
August 31, 2020 42.80%
July 31, 2020 42.80%
June 30, 2020 42.80%
May 31, 2020 42.80%
Date Value
April 30, 2020 42.80%
March 31, 2020 42.80%
February 29, 2020 20.44%
January 31, 2020 20.44%
December 31, 2019 20.44%
November 30, 2019 20.44%
October 31, 2019 20.44%
September 30, 2019 20.44%
August 31, 2019 20.44%
July 31, 2019 20.44%
June 30, 2019 20.44%
May 31, 2019 20.44%
April 30, 2019 20.44%
March 31, 2019 20.44%
February 28, 2019 20.44%
January 31, 2019 20.44%
December 31, 2018 20.44%
November 30, 2018 18.62%
October 31, 2018 18.62%
September 30, 2018 18.62%
August 31, 2018 18.62%
July 31, 2018 18.62%
June 30, 2018 18.62%
May 31, 2018 18.62%
April 30, 2018 18.62%

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

18.62%
Minimum
Jun 2017
42.80%
Maximum
Mar 2020
29.95%
Average
20.44%
Median
Dec 2018