Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
May 31, 2022 35.47%
April 30, 2022 35.47%
March 31, 2022 35.47%
February 28, 2022 35.47%
January 31, 2022 35.47%
December 31, 2021 35.47%
November 30, 2021 35.47%
October 31, 2021 35.47%
September 30, 2021 35.47%
August 31, 2021 35.47%
July 31, 2021 35.47%
June 30, 2021 35.47%
May 31, 2021 35.47%
April 30, 2021 35.47%
March 31, 2021 35.47%
February 28, 2021 35.47%
January 31, 2021 35.47%
December 31, 2020 35.47%
November 30, 2020 35.47%
October 31, 2020 35.47%
September 30, 2020 35.47%
August 31, 2020 35.47%
July 31, 2020 35.47%
June 30, 2020 35.47%
May 31, 2020 35.47%
Date Value
April 30, 2020 35.47%
March 31, 2020 35.47%
February 29, 2020 25.49%
January 31, 2020 25.49%
December 31, 2019 25.49%
November 30, 2019 25.49%
October 31, 2019 25.49%
September 30, 2019 25.49%
August 31, 2019 25.49%
July 31, 2019 25.49%
June 30, 2019 25.49%
May 31, 2019 25.49%
April 30, 2019 25.49%
March 31, 2019 25.49%
February 28, 2019 25.49%
January 31, 2019 25.49%
December 31, 2018 25.49%
November 30, 2018 14.78%
October 31, 2018 14.78%
September 30, 2018 13.37%
August 31, 2018 13.37%
July 31, 2018 13.37%
June 30, 2018 13.37%
May 31, 2018 13.37%
April 30, 2018 13.37%

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

13.37%
Minimum
Jun 2017
35.47%
Maximum
Mar 2020
26.39%
Average
25.49%
Median
Dec 2018