Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
June 30, 2022 35.28%
May 31, 2022 35.28%
April 30, 2022 35.28%
March 31, 2022 35.28%
February 28, 2022 35.28%
January 31, 2022 35.28%
December 31, 2021 35.28%
November 30, 2021 35.28%
October 31, 2021 35.28%
September 30, 2021 35.28%
August 31, 2021 35.28%
July 31, 2021 35.28%
June 30, 2021 35.28%
May 31, 2021 35.28%
April 30, 2021 35.28%
March 31, 2021 35.28%
February 28, 2021 35.28%
January 31, 2021 35.28%
December 31, 2020 35.28%
November 30, 2020 35.28%
October 31, 2020 35.28%
September 30, 2020 35.28%
August 31, 2020 35.28%
July 31, 2020 35.28%
June 30, 2020 35.28%
Date Value
May 31, 2020 35.28%
April 30, 2020 35.28%
March 31, 2020 35.28%
February 29, 2020 21.55%
January 31, 2020 21.55%
December 31, 2019 21.55%
November 30, 2019 21.55%
October 31, 2019 21.55%
September 30, 2019 21.55%
August 31, 2019 21.55%
July 31, 2019 21.55%
June 30, 2019 21.55%
May 31, 2019 21.55%
April 30, 2019 21.55%
March 31, 2019 21.55%
February 28, 2019 21.55%
January 31, 2019 21.55%
December 31, 2018 21.55%
November 30, 2018 18.10%
October 31, 2018 18.10%
September 30, 2018 18.10%
August 31, 2018 18.10%
July 31, 2018 18.10%
June 30, 2018 18.10%
May 31, 2018 18.10%

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

18.10%
Minimum
Jul 2017
35.28%
Maximum
Mar 2020
26.98%
Average
21.55%
Median
Dec 2018