Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
July 31, 2022 42.81%
June 30, 2022 42.81%
May 31, 2022 40.19%
April 30, 2022 37.85%
March 31, 2022 37.85%
February 28, 2022 37.85%
January 31, 2022 37.85%
December 31, 2021 37.85%
November 30, 2021 37.85%
October 31, 2021 37.85%
September 30, 2021 37.85%
August 31, 2021 37.85%
July 31, 2021 37.85%
June 30, 2021 37.85%
May 31, 2021 37.85%
April 30, 2021 37.85%
March 31, 2021 37.85%
February 28, 2021 37.85%
January 31, 2021 37.85%
December 31, 2020 37.85%
November 30, 2020 37.85%
October 31, 2020 37.85%
September 30, 2020 37.85%
August 31, 2020 37.85%
July 31, 2020 37.85%
Date Value
June 30, 2020 37.85%
May 31, 2020 37.85%
April 30, 2020 37.85%
March 31, 2020 37.85%
February 29, 2020 33.67%
January 31, 2020 33.67%
December 31, 2019 33.67%
November 30, 2019 33.67%
October 31, 2019 33.67%
September 30, 2019 33.67%
August 31, 2019 33.67%
July 31, 2019 33.67%
June 30, 2019 33.67%
May 31, 2019 33.67%
April 30, 2019 33.67%
March 31, 2019 33.67%
February 28, 2019 33.67%
January 31, 2019 33.67%
December 31, 2018 33.67%
November 30, 2018 33.67%
October 31, 2018 33.67%
September 30, 2018 33.67%
August 31, 2018 33.67%
July 31, 2018 33.67%
June 30, 2018 33.67%

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

33.67%
Minimum
Aug 2017
42.81%
Maximum
Jun 2022
35.89%
Average
33.67%
Median
Aug 2017