Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
July 31, 2022 15.91%
June 30, 2022 15.91%
May 31, 2022 13.17%
April 30, 2022 11.81%
March 31, 2022 9.85%
February 28, 2022 7.17%
January 31, 2022 7.17%
December 31, 2021 7.17%
November 30, 2021 7.17%
October 31, 2021 7.17%
September 30, 2021 7.17%
August 31, 2021 7.17%
July 31, 2021 7.17%
June 30, 2021 7.17%
May 31, 2021 7.17%
April 30, 2021 7.17%
March 31, 2021 7.17%
February 28, 2021 7.17%
January 31, 2021 7.17%
December 31, 2020 7.17%
November 30, 2020 7.17%
October 31, 2020 7.17%
September 30, 2020 7.17%
August 31, 2020 7.17%
July 31, 2020 7.17%
Date Value
June 30, 2020 7.17%
May 31, 2020 7.17%
April 30, 2020 7.17%
March 31, 2020 7.17%
February 29, 2020 3.92%
January 31, 2020 3.92%
December 31, 2019 3.92%
November 30, 2019 3.92%
October 31, 2019 3.92%
September 30, 2019 3.92%
August 31, 2019 3.92%
July 31, 2019 3.92%
June 30, 2019 3.92%
May 31, 2019 3.92%
April 30, 2019 3.92%
March 31, 2019 3.92%
February 28, 2019 3.92%
January 31, 2019 3.92%
December 31, 2018 3.92%
November 30, 2018 3.92%
October 31, 2018 3.92%
September 30, 2018 3.92%
August 31, 2018 3.92%
July 31, 2018 3.92%
June 30, 2018 4.12%

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

3.92%
Minimum
Jul 2018
15.91%
Maximum
Jun 2022
6.04%
Average
4.12%
Median
Aug 2017