Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
May 31, 2022 45.26%
April 30, 2022 45.26%
March 31, 2022 45.26%
February 28, 2022 45.26%
January 31, 2022 45.26%
December 31, 2021 45.26%
November 30, 2021 45.26%
October 31, 2021 45.26%
September 30, 2021 45.26%
August 31, 2021 45.26%
July 31, 2021 45.26%
June 30, 2021 45.26%
May 31, 2021 45.26%
April 30, 2021 45.26%
March 31, 2021 45.26%
February 28, 2021 45.26%
January 31, 2021 45.26%
December 31, 2020 45.26%
November 30, 2020 45.26%
October 31, 2020 45.26%
September 30, 2020 45.26%
August 31, 2020 45.26%
July 31, 2020 45.26%
June 30, 2020 45.26%
May 31, 2020 45.26%
Date Value
April 30, 2020 45.26%
March 31, 2020 45.26%
February 29, 2020 24.21%
January 31, 2020 24.21%
December 31, 2019 24.21%
November 30, 2019 24.21%
October 31, 2019 24.21%
September 30, 2019 24.21%
August 31, 2019 24.21%
July 31, 2019 24.21%
June 30, 2019 24.21%
May 31, 2019 24.21%
April 30, 2019 24.21%
March 31, 2019 24.21%
February 28, 2019 24.21%
January 31, 2019 24.21%
December 31, 2018 24.21%
November 30, 2018 17.63%
October 31, 2018 17.63%
September 30, 2018 17.63%
August 31, 2018 17.63%
July 31, 2018 17.63%
June 30, 2018 17.63%
May 31, 2018 17.63%
April 30, 2018 17.63%

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

17.63%
Minimum
Jun 2017
45.26%
Maximum
Mar 2020
31.71%
Average
24.21%
Median
Dec 2018