Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
July 31, 2022 38.61%
June 30, 2022 38.61%
May 31, 2022 38.61%
April 30, 2022 38.61%
March 31, 2022 38.61%
February 28, 2022 38.61%
January 31, 2022 38.61%
December 31, 2021 38.61%
November 30, 2021 38.61%
October 31, 2021 38.61%
September 30, 2021 38.61%
August 31, 2021 38.61%
July 31, 2021 38.61%
June 30, 2021 38.61%
May 31, 2021 38.61%
April 30, 2021 38.61%
March 31, 2021 38.61%
February 28, 2021 38.61%
January 31, 2021 38.61%
December 31, 2020 38.61%
November 30, 2020 38.61%
October 31, 2020 38.61%
September 30, 2020 38.61%
August 31, 2020 38.61%
July 31, 2020 38.61%
Date Value
June 30, 2020 38.61%
May 31, 2020 38.61%
April 30, 2020 38.61%
March 31, 2020 38.61%
February 29, 2020 29.72%
January 31, 2020 29.72%
December 31, 2019 29.72%
November 30, 2019 29.72%
October 31, 2019 29.72%
September 30, 2019 29.72%
August 31, 2019 29.72%
July 31, 2019 29.72%
June 30, 2019 29.72%
May 31, 2019 29.72%
April 30, 2019 29.72%
March 31, 2019 29.72%
February 28, 2019 29.72%
January 31, 2019 29.72%
December 31, 2018 29.72%
November 30, 2018 29.72%
October 31, 2018 29.72%
September 30, 2018 29.72%
August 31, 2018 29.72%
July 31, 2018 29.72%
June 30, 2018 29.72%

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

29.72%
Minimum
Aug 2017
38.61%
Maximum
Mar 2020
34.02%
Average
29.72%
Median
Aug 2017