Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
May 31, 2022 35.68%
April 30, 2022 35.68%
March 31, 2022 35.68%
February 28, 2022 35.68%
January 31, 2022 35.68%
December 31, 2021 35.68%
November 30, 2021 35.68%
October 31, 2021 35.68%
September 30, 2021 35.68%
August 31, 2021 35.68%
July 31, 2021 35.68%
June 30, 2021 35.68%
May 31, 2021 35.68%
April 30, 2021 35.68%
March 31, 2021 35.68%
February 28, 2021 35.68%
January 31, 2021 35.68%
December 31, 2020 35.68%
November 30, 2020 35.68%
October 31, 2020 35.68%
September 30, 2020 35.68%
August 31, 2020 35.68%
July 31, 2020 35.68%
June 30, 2020 35.68%
May 31, 2020 35.68%
Date Value
April 30, 2020 35.68%
March 31, 2020 35.68%
February 29, 2020 27.58%
January 31, 2020 27.58%
December 31, 2019 27.58%
November 30, 2019 27.58%
October 31, 2019 27.58%
September 30, 2019 27.58%
August 31, 2019 27.58%
July 31, 2019 27.58%
June 30, 2019 27.58%
May 31, 2019 27.58%
April 30, 2019 27.58%
March 31, 2019 27.58%
February 28, 2019 27.58%
January 31, 2019 27.58%
December 31, 2018 27.58%
November 30, 2018 22.89%
October 31, 2018 22.84%
September 30, 2018 20.61%
August 31, 2018 20.61%
July 31, 2018 20.61%
June 30, 2018 20.61%
May 31, 2018 20.61%
April 30, 2018 20.61%

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

20.61%
Minimum
Jul 2017
35.68%
Maximum
Mar 2020
29.22%
Average
27.58%
Median
Dec 2018