Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1979. Upgrade now.
Date Value
July 31, 2022 43.24%
June 30, 2022 43.24%
May 31, 2022 39.61%
April 30, 2022 34.44%
March 31, 2022 34.44%
February 28, 2022 34.44%
January 31, 2022 34.44%
December 31, 2021 34.44%
November 30, 2021 34.44%
October 31, 2021 34.44%
September 30, 2021 34.44%
August 31, 2021 34.44%
July 31, 2021 34.44%
June 30, 2021 34.44%
May 31, 2021 34.44%
April 30, 2021 34.44%
March 31, 2021 34.44%
February 28, 2021 34.44%
January 31, 2021 34.44%
December 31, 2020 34.44%
November 30, 2020 34.44%
October 31, 2020 34.44%
September 30, 2020 34.44%
August 31, 2020 34.44%
July 31, 2020 34.44%
Date Value
June 30, 2020 34.44%
May 31, 2020 34.44%
April 30, 2020 34.44%
March 31, 2020 34.44%
February 29, 2020 26.73%
January 31, 2020 26.73%
December 31, 2019 26.73%
November 30, 2019 26.73%
October 31, 2019 26.73%
September 30, 2019 26.73%
August 31, 2019 26.73%
July 31, 2019 26.73%
June 30, 2019 26.73%
May 31, 2019 26.73%
April 30, 2019 26.73%
March 31, 2019 26.73%
February 28, 2019 26.73%
January 31, 2019 26.73%
December 31, 2018 26.73%
November 30, 2018 22.01%
October 31, 2018 22.01%
September 30, 2018 22.01%
August 31, 2018 22.01%
July 31, 2018 22.01%
June 30, 2018 22.01%

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

22.01%
Minimum
Aug 2017
43.24%
Maximum
Jun 2022
29.58%
Average
26.73%
Median
Dec 2018