Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1991. Upgrade now.
Date Value
June 30, 2022 42.09%
May 31, 2022 42.09%
April 30, 2022 42.09%
March 31, 2022 42.09%
February 28, 2022 42.09%
January 31, 2022 42.09%
December 31, 2021 42.09%
November 30, 2021 42.09%
October 31, 2021 42.09%
September 30, 2021 42.09%
August 31, 2021 42.09%
July 31, 2021 42.09%
June 30, 2021 42.09%
May 31, 2021 42.09%
April 30, 2021 42.09%
March 31, 2021 42.09%
February 28, 2021 42.09%
January 31, 2021 42.09%
December 31, 2020 42.09%
November 30, 2020 42.09%
October 31, 2020 42.09%
September 30, 2020 42.09%
August 31, 2020 42.09%
July 31, 2020 42.09%
June 30, 2020 42.09%
Date Value
May 31, 2020 42.09%
April 30, 2020 42.09%
March 31, 2020 42.09%
February 29, 2020 23.20%
January 31, 2020 23.20%
December 31, 2019 23.20%
November 30, 2019 23.20%
October 31, 2019 23.20%
September 30, 2019 23.20%
August 31, 2019 23.20%
July 31, 2019 23.20%
June 30, 2019 23.20%
May 31, 2019 23.20%
April 30, 2019 23.20%
March 31, 2019 23.20%
February 28, 2019 23.20%
January 31, 2019 23.20%
December 31, 2018 23.20%
November 30, 2018 19.41%
October 31, 2018 19.41%
September 30, 2018 19.41%
August 31, 2018 19.41%
July 31, 2018 19.41%
June 30, 2018 19.41%
May 31, 2018 19.41%

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

19.41%
Minimum
Jul 2017
42.09%
Maximum
Mar 2020
30.94%
Average
23.20%
Median
Dec 2018