Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
May 31, 2022 38.32%
April 30, 2022 38.32%
March 31, 2022 38.32%
February 28, 2022 38.32%
January 31, 2022 38.32%
December 31, 2021 38.32%
November 30, 2021 38.32%
October 31, 2021 38.32%
September 30, 2021 38.32%
August 31, 2021 38.32%
July 31, 2021 38.32%
June 30, 2021 38.32%
May 31, 2021 38.32%
April 30, 2021 38.32%
March 31, 2021 38.32%
February 28, 2021 38.32%
January 31, 2021 38.32%
December 31, 2020 38.32%
November 30, 2020 38.32%
October 31, 2020 38.32%
September 30, 2020 38.32%
August 31, 2020 38.32%
July 31, 2020 38.32%
June 30, 2020 38.32%
May 31, 2020 38.32%
Date Value
April 30, 2020 38.32%
March 31, 2020 38.32%
February 29, 2020 29.17%
January 31, 2020 29.17%
December 31, 2019 29.17%
November 30, 2019 29.17%
October 31, 2019 29.17%
September 30, 2019 29.17%
August 31, 2019 29.17%
July 31, 2019 29.17%
June 30, 2019 29.17%
May 31, 2019 29.17%
April 30, 2019 29.17%
March 31, 2019 29.17%
February 28, 2019 29.17%
January 31, 2019 29.17%
December 31, 2018 29.17%
November 30, 2018 27.49%
October 31, 2018 27.49%
September 30, 2018 27.49%
August 31, 2018 27.49%
July 31, 2018 27.49%
June 30, 2018 27.49%
May 31, 2018 27.49%
April 30, 2018 27.49%

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

27.49%
Minimum
Jun 2017
38.32%
Maximum
Mar 2020
32.78%
Average
29.17%
Median
Dec 2018