Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
May 31, 2022 36.95%
April 30, 2022 34.01%
March 31, 2022 34.01%
February 28, 2022 34.01%
January 31, 2022 34.01%
December 31, 2021 34.01%
November 30, 2021 34.01%
October 31, 2021 34.01%
September 30, 2021 34.01%
August 31, 2021 34.01%
July 31, 2021 34.01%
June 30, 2021 34.01%
May 31, 2021 34.01%
April 30, 2021 34.01%
March 31, 2021 34.01%
February 28, 2021 34.01%
January 31, 2021 34.01%
December 31, 2020 34.01%
November 30, 2020 34.01%
October 31, 2020 34.01%
September 30, 2020 34.01%
August 31, 2020 34.01%
July 31, 2020 34.01%
June 30, 2020 34.01%
May 31, 2020 34.01%
Date Value
April 30, 2020 34.01%
March 31, 2020 34.01%
February 29, 2020 24.35%
January 31, 2020 24.35%
December 31, 2019 24.35%
November 30, 2019 24.35%
October 31, 2019 24.35%
September 30, 2019 24.35%
August 31, 2019 24.35%
July 31, 2019 24.35%
June 30, 2019 24.35%
May 31, 2019 24.35%
April 30, 2019 24.35%
March 31, 2019 24.35%
February 28, 2019 24.35%
January 31, 2019 24.35%
December 31, 2018 24.35%
November 30, 2018 24.35%
October 31, 2018 24.35%
September 30, 2018 24.35%
August 31, 2018 24.35%
July 31, 2018 24.35%
June 30, 2018 24.35%
May 31, 2018 24.35%
April 30, 2018 24.35%

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

24.35%
Minimum
Jun 2017
36.95%
Maximum
May 2022
28.75%
Average
24.35%
Median
Jun 2017