Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
July 31, 2022 20.99%
June 30, 2022 20.99%
May 31, 2022 20.99%
April 30, 2022 20.99%
March 31, 2022 20.99%
February 28, 2022 20.99%
January 31, 2022 20.99%
December 31, 2021 20.99%
November 30, 2021 20.99%
October 31, 2021 20.99%
September 30, 2021 20.99%
August 31, 2021 20.99%
July 31, 2021 20.99%
June 30, 2021 20.99%
May 31, 2021 20.99%
April 30, 2021 20.99%
March 31, 2021 20.99%
February 28, 2021 20.99%
January 31, 2021 20.99%
December 31, 2020 20.99%
November 30, 2020 20.99%
October 31, 2020 20.99%
September 30, 2020 20.99%
August 31, 2020 20.99%
July 31, 2020 20.99%
Date Value
June 30, 2020 20.99%
May 31, 2020 20.99%
April 30, 2020 20.99%
March 31, 2020 20.99%
February 29, 2020 13.28%
January 31, 2020 13.28%
December 31, 2019 13.28%
November 30, 2019 13.28%
October 31, 2019 13.28%
September 30, 2019 13.28%
August 31, 2019 13.28%
July 31, 2019 13.28%
June 30, 2019 13.28%
May 31, 2019 13.28%
April 30, 2019 13.28%
March 31, 2019 13.28%
February 28, 2019 13.28%
January 31, 2019 13.28%
December 31, 2018 13.28%
November 30, 2018 11.99%
October 31, 2018 11.99%
September 30, 2018 11.99%
August 31, 2018 11.99%
July 31, 2018 11.99%
June 30, 2018 11.99%

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

11.99%
Minimum
Aug 2017
20.99%
Maximum
Mar 2020
16.66%
Average
13.28%
Median
Dec 2018