Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
July 31, 2022 42.77%
June 30, 2022 42.77%
May 31, 2022 40.17%
April 30, 2022 38.39%
March 31, 2022 38.39%
February 28, 2022 38.39%
January 31, 2022 38.39%
December 31, 2021 38.39%
November 30, 2021 38.39%
October 31, 2021 38.39%
September 30, 2021 38.39%
August 31, 2021 38.39%
July 31, 2021 38.39%
June 30, 2021 38.39%
May 31, 2021 38.39%
April 30, 2021 38.39%
March 31, 2021 38.39%
February 28, 2021 38.39%
January 31, 2021 38.39%
December 31, 2020 38.39%
November 30, 2020 38.39%
October 31, 2020 38.39%
September 30, 2020 38.39%
August 31, 2020 38.39%
July 31, 2020 38.39%
Date Value
June 30, 2020 38.39%
May 31, 2020 38.39%
April 30, 2020 38.39%
March 31, 2020 38.39%
February 29, 2020 34.03%
January 31, 2020 34.03%
December 31, 2019 34.03%
November 30, 2019 34.03%
October 31, 2019 34.03%
September 30, 2019 34.03%
August 31, 2019 34.03%
July 31, 2019 34.03%
June 30, 2019 34.03%
May 31, 2019 34.03%
April 30, 2019 34.03%
March 31, 2019 34.03%
February 28, 2019 34.03%
January 31, 2019 34.03%
December 31, 2018 34.03%
November 30, 2018 34.03%
October 31, 2018 34.03%
September 30, 2018 34.03%
August 31, 2018 34.03%
July 31, 2018 34.03%
June 30, 2018 34.03%

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

34.03%
Minimum
Aug 2017
42.77%
Maximum
Jun 2022
36.32%
Average
34.03%
Median
Aug 2017