Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
June 30, 2022 32.62%
May 31, 2022 32.62%
April 30, 2022 31.72%
March 31, 2022 31.21%
February 28, 2022 24.37%
January 31, 2022 24.37%
December 31, 2021 24.37%
November 30, 2021 24.37%
October 31, 2021 24.37%
September 30, 2021 24.37%
August 31, 2021 24.37%
July 31, 2021 24.37%
June 30, 2021 24.37%
May 31, 2021 24.37%
April 30, 2021 24.37%
March 31, 2021 24.37%
February 28, 2021 24.37%
January 31, 2021 24.37%
December 31, 2020 24.37%
November 30, 2020 24.37%
October 31, 2020 24.37%
September 30, 2020 24.37%
August 31, 2020 24.37%
July 31, 2020 24.37%
June 30, 2020 24.37%
Date Value
May 31, 2020 24.37%
April 30, 2020 24.37%
March 31, 2020 24.37%
February 29, 2020 24.27%
January 31, 2020 24.27%
December 31, 2019 24.27%
November 30, 2019 24.27%
October 31, 2019 24.27%
September 30, 2019 24.27%
August 31, 2019 24.27%
July 31, 2019 24.27%
June 30, 2019 24.27%
May 31, 2019 24.27%
April 30, 2019 24.27%
March 31, 2019 24.27%
February 28, 2019 24.27%
January 31, 2019 24.27%
December 31, 2018 24.27%
November 30, 2018 24.27%
October 31, 2018 24.27%
September 30, 2018 17.76%
August 31, 2018 17.76%
July 31, 2018 17.76%
June 30, 2018 19.96%
May 31, 2018 21.89%

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

17.76%
Minimum
Jul 2018
32.62%
Maximum
May 2022
24.79%
Average
24.37%
Median
Mar 2020