Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
May 31, 2022 34.23%
April 30, 2022 34.23%
March 31, 2022 34.23%
February 28, 2022 34.23%
January 31, 2022 34.23%
December 31, 2021 34.23%
November 30, 2021 34.23%
October 31, 2021 34.23%
September 30, 2021 34.23%
August 31, 2021 34.23%
July 31, 2021 34.23%
June 30, 2021 34.23%
May 31, 2021 34.23%
April 30, 2021 34.23%
March 31, 2021 34.23%
February 28, 2021 34.23%
January 31, 2021 34.23%
December 31, 2020 34.23%
November 30, 2020 34.23%
October 31, 2020 34.23%
September 30, 2020 34.23%
August 31, 2020 34.23%
July 31, 2020 34.23%
June 30, 2020 34.23%
May 31, 2020 34.23%
Date Value
April 30, 2020 34.23%
March 31, 2020 34.23%
February 29, 2020 23.56%
January 31, 2020 23.56%
December 31, 2019 23.56%
November 30, 2019 23.56%
October 31, 2019 23.56%
September 30, 2019 23.56%
August 31, 2019 23.56%
July 31, 2019 23.56%
June 30, 2019 23.56%
May 31, 2019 23.56%
April 30, 2019 23.56%
March 31, 2019 23.56%
February 28, 2019 23.56%
January 31, 2019 23.56%
December 31, 2018 23.56%
November 30, 2018 23.56%
October 31, 2018 23.56%
September 30, 2018 23.56%
August 31, 2018 23.56%
July 31, 2018 23.56%
June 30, 2018 23.56%
May 31, 2018 23.56%
April 30, 2018 23.56%

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

23.56%
Minimum
Sep 2017
34.23%
Maximum
Mar 2020
28.55%
Average
24.41%
Median