Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
May 31, 2022 36.71%
April 30, 2022 36.71%
March 31, 2022 36.71%
February 28, 2022 36.71%
January 31, 2022 36.71%
December 31, 2021 36.71%
November 30, 2021 36.71%
October 31, 2021 36.71%
September 30, 2021 36.71%
August 31, 2021 36.71%
July 31, 2021 36.71%
June 30, 2021 36.71%
May 31, 2021 36.71%
April 30, 2021 36.71%
March 31, 2021 36.71%
February 28, 2021 36.71%
January 31, 2021 36.71%
December 31, 2020 36.71%
November 30, 2020 36.71%
October 31, 2020 36.71%
September 30, 2020 36.71%
August 31, 2020 36.71%
July 31, 2020 36.71%
June 30, 2020 36.71%
May 31, 2020 36.71%
Date Value
April 30, 2020 36.71%
March 31, 2020 36.71%
February 29, 2020 21.69%
January 31, 2020 21.69%
December 31, 2019 21.69%
November 30, 2019 21.69%
October 31, 2019 21.69%
September 30, 2019 21.69%
August 31, 2019 21.69%
July 31, 2019 21.69%
June 30, 2019 21.69%
May 31, 2019 21.69%
April 30, 2019 21.69%
March 31, 2019 21.69%
February 28, 2019 21.69%
January 31, 2019 21.69%
December 31, 2018 21.69%
November 30, 2018 19.84%
October 31, 2018 19.84%
September 30, 2018 19.84%
August 31, 2018 19.84%
July 31, 2018 19.84%
June 30, 2018 19.84%
May 31, 2018 19.84%
April 30, 2018 19.84%

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

19.84%
Minimum
Jun 2017
36.71%
Maximum
Mar 2020
27.89%
Average
21.69%
Median
Dec 2018