Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
May 31, 2022 35.01%
April 30, 2022 35.01%
March 31, 2022 35.01%
February 28, 2022 35.01%
January 31, 2022 35.01%
December 31, 2021 35.01%
November 30, 2021 35.01%
October 31, 2021 35.01%
September 30, 2021 35.01%
August 31, 2021 35.01%
July 31, 2021 35.01%
June 30, 2021 35.01%
May 31, 2021 35.01%
April 30, 2021 35.01%
March 31, 2021 35.01%
February 28, 2021 35.01%
January 31, 2021 35.01%
December 31, 2020 35.01%
November 30, 2020 35.01%
October 31, 2020 35.01%
September 30, 2020 35.01%
August 31, 2020 35.01%
July 31, 2020 35.01%
June 30, 2020 35.01%
May 31, 2020 35.01%
Date Value
April 30, 2020 35.01%
March 31, 2020 35.01%
February 29, 2020 17.52%
January 31, 2020 17.52%
December 31, 2019 17.52%
November 30, 2019 17.52%
October 31, 2019 17.52%
September 30, 2019 17.52%
August 31, 2019 17.52%
July 31, 2019 17.52%
June 30, 2019 17.52%
May 31, 2019 17.52%
April 30, 2019 17.52%
March 31, 2019 17.52%
February 28, 2019 17.52%
January 31, 2019 17.52%
December 31, 2018 17.52%
November 30, 2018 13.92%
October 31, 2018 13.92%
September 30, 2018 13.92%
August 31, 2018 13.92%
July 31, 2018 13.92%
June 30, 2018 13.92%
May 31, 2018 13.92%
April 30, 2018 13.92%

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

13.92%
Minimum
Jun 2017
35.01%
Maximum
Mar 2020
24.31%
Average
17.52%
Median
Dec 2018