Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
May 31, 2022 28.34%
April 30, 2022 23.63%
March 31, 2022 23.63%
February 28, 2022 23.63%
January 31, 2022 23.63%
December 31, 2021 23.63%
November 30, 2021 23.63%
October 31, 2021 23.63%
September 30, 2021 23.63%
August 31, 2021 23.63%
July 31, 2021 23.63%
June 30, 2021 23.63%
May 31, 2021 23.63%
April 30, 2021 23.63%
March 31, 2021 23.63%
February 28, 2021 23.63%
January 31, 2021 23.63%
December 31, 2020 23.63%
November 30, 2020 23.63%
October 31, 2020 23.63%
September 30, 2020 23.63%
August 31, 2020 23.63%
July 31, 2020 23.63%
June 30, 2020 23.63%
May 31, 2020 23.63%
Date Value
April 30, 2020 23.63%
March 31, 2020 23.63%
February 29, 2020 18.87%
January 31, 2020 18.87%
December 31, 2019 18.87%
November 30, 2019 18.87%
October 31, 2019 18.87%
September 30, 2019 18.87%
August 31, 2019 18.87%
July 31, 2019 18.87%
June 30, 2019 18.87%
May 31, 2019 18.87%
April 30, 2019 18.87%
March 31, 2019 18.87%
February 28, 2019 18.87%
January 31, 2019 18.87%
December 31, 2018 18.87%
November 30, 2018 13.49%
October 31, 2018 13.49%
September 30, 2018 13.49%
August 31, 2018 13.49%
July 31, 2018 13.49%
June 30, 2018 13.49%
May 31, 2018 13.49%
April 30, 2018 13.49%

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

13.49%
Minimum
Jun 2017
28.34%
Maximum
May 2022
19.48%
Average
18.87%
Median
Dec 2018