Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1991. Upgrade now.
Date Value
July 31, 2022 45.92%
June 30, 2022 45.92%
May 31, 2022 43.97%
April 30, 2022 40.11%
March 31, 2022 40.11%
February 28, 2022 40.11%
January 31, 2022 40.11%
December 31, 2021 40.11%
November 30, 2021 40.11%
October 31, 2021 40.11%
September 30, 2021 40.11%
August 31, 2021 40.11%
July 31, 2021 40.11%
June 30, 2021 40.11%
May 31, 2021 40.11%
April 30, 2021 40.11%
March 31, 2021 40.11%
February 28, 2021 40.11%
January 31, 2021 40.11%
December 31, 2020 40.11%
November 30, 2020 40.11%
October 31, 2020 40.11%
September 30, 2020 40.11%
August 31, 2020 40.11%
July 31, 2020 40.11%
Date Value
June 30, 2020 40.11%
May 31, 2020 40.11%
April 30, 2020 40.11%
March 31, 2020 40.11%
February 29, 2020 34.32%
January 31, 2020 34.32%
December 31, 2019 34.32%
November 30, 2019 34.32%
October 31, 2019 34.32%
September 30, 2019 34.32%
August 31, 2019 34.32%
July 31, 2019 34.32%
June 30, 2019 34.32%
May 31, 2019 34.32%
April 30, 2019 34.32%
March 31, 2019 34.32%
February 28, 2019 34.32%
January 31, 2019 34.32%
December 31, 2018 34.32%
November 30, 2018 34.32%
October 31, 2018 34.32%
September 30, 2018 34.32%
August 31, 2018 34.32%
July 31, 2018 34.32%
June 30, 2018 34.32%

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

34.32%
Minimum
Aug 2017
45.92%
Maximum
Jun 2022
37.38%
Average
34.32%
Median
Aug 2017