Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
July 31, 2022 42.28%
June 30, 2022 42.28%
May 31, 2022 42.28%
April 30, 2022 42.28%
March 31, 2022 42.28%
February 28, 2022 42.28%
January 31, 2022 42.28%
December 31, 2021 42.28%
November 30, 2021 42.28%
October 31, 2021 42.28%
September 30, 2021 42.28%
August 31, 2021 42.28%
July 31, 2021 42.28%
June 30, 2021 42.28%
May 31, 2021 42.28%
April 30, 2021 42.28%
March 31, 2021 42.28%
February 28, 2021 42.28%
January 31, 2021 42.28%
December 31, 2020 42.28%
November 30, 2020 42.28%
October 31, 2020 42.28%
September 30, 2020 42.28%
August 31, 2020 42.28%
July 31, 2020 42.28%
Date Value
June 30, 2020 42.28%
May 31, 2020 42.28%
April 30, 2020 42.28%
March 31, 2020 42.28%
February 29, 2020 28.41%
January 31, 2020 28.41%
December 31, 2019 28.41%
November 30, 2019 28.41%
October 31, 2019 28.41%
September 30, 2019 28.41%
August 31, 2019 28.41%
July 31, 2019 28.41%
June 30, 2019 28.41%
May 31, 2019 28.41%
April 30, 2019 28.41%
March 31, 2019 28.41%
February 28, 2019 28.41%
January 31, 2019 28.41%
December 31, 2018 28.41%
November 30, 2018 24.91%
October 31, 2018 24.91%
September 30, 2018 24.91%
August 31, 2018 24.91%
July 31, 2018 24.91%
June 30, 2018 24.91%

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

24.91%
Minimum
Aug 2017
42.28%
Maximum
Mar 2020
34.18%
Average
28.41%
Median
Dec 2018