Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
May 31, 2022 41.81%
April 30, 2022 41.81%
March 31, 2022 41.81%
February 28, 2022 41.81%
January 31, 2022 41.81%
December 31, 2021 41.81%
November 30, 2021 41.81%
October 31, 2021 41.81%
September 30, 2021 41.81%
August 31, 2021 41.81%
July 31, 2021 41.81%
June 30, 2021 41.81%
May 31, 2021 41.81%
April 30, 2021 41.81%
March 31, 2021 41.81%
February 28, 2021 41.81%
January 31, 2021 41.81%
December 31, 2020 41.81%
November 30, 2020 41.81%
October 31, 2020 41.81%
September 30, 2020 41.81%
August 31, 2020 41.81%
July 31, 2020 41.81%
June 30, 2020 41.81%
May 31, 2020 41.81%
Date Value
April 30, 2020 41.81%
March 31, 2020 41.81%
February 29, 2020 30.11%
January 31, 2020 30.11%
December 31, 2019 30.11%
November 30, 2019 30.11%
October 31, 2019 30.11%
September 30, 2019 30.11%
August 31, 2019 30.11%
July 31, 2019 30.11%
June 30, 2019 30.11%
May 31, 2019 30.11%
April 30, 2019 30.11%
March 31, 2019 30.11%
February 28, 2019 30.11%
January 31, 2019 30.11%
December 31, 2018 30.11%
November 30, 2018 25.21%
October 31, 2018 25.21%
September 30, 2018 25.21%
August 31, 2018 25.21%
July 31, 2018 25.21%
June 30, 2018 25.21%
May 31, 2018 25.21%
April 30, 2018 25.21%

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

25.21%
Minimum
Jul 2017
41.81%
Maximum
Mar 2020
34.06%
Average
30.11%
Median
Dec 2018