Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1990. Upgrade now.
Date Value
July 31, 2022 33.04%
June 30, 2022 33.04%
May 31, 2022 33.04%
April 30, 2022 33.04%
March 31, 2022 33.04%
February 28, 2022 33.04%
January 31, 2022 33.04%
December 31, 2021 33.04%
November 30, 2021 33.04%
October 31, 2021 33.04%
September 30, 2021 33.04%
August 31, 2021 33.04%
July 31, 2021 33.04%
June 30, 2021 33.04%
May 31, 2021 33.04%
April 30, 2021 33.04%
March 31, 2021 33.04%
February 28, 2021 33.04%
January 31, 2021 33.04%
December 31, 2020 33.04%
November 30, 2020 33.04%
October 31, 2020 33.04%
September 30, 2020 33.04%
August 31, 2020 33.04%
July 31, 2020 33.04%
Date Value
June 30, 2020 33.04%
May 31, 2020 33.04%
April 30, 2020 33.04%
March 31, 2020 33.04%
February 29, 2020 19.78%
January 31, 2020 19.78%
December 31, 2019 19.78%
November 30, 2019 19.78%
October 31, 2019 19.78%
September 30, 2019 19.78%
August 31, 2019 19.78%
July 31, 2019 19.78%
June 30, 2019 19.78%
May 31, 2019 19.78%
April 30, 2019 19.78%
March 31, 2019 19.78%
February 28, 2019 19.78%
January 31, 2019 19.78%
December 31, 2018 19.78%
November 30, 2018 11.88%
October 31, 2018 11.88%
September 30, 2018 11.88%
August 31, 2018 11.88%
July 31, 2018 11.88%
June 30, 2018 11.88%

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

11.88%
Minimum
Aug 2017
33.04%
Maximum
Mar 2020
24.08%
Average
19.78%
Median
Dec 2018