Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
July 31, 2022 36.03%
June 30, 2022 36.03%
May 31, 2022 36.03%
April 30, 2022 36.03%
March 31, 2022 36.03%
February 28, 2022 36.03%
January 31, 2022 36.03%
December 31, 2021 36.03%
November 30, 2021 36.03%
October 31, 2021 36.03%
September 30, 2021 36.03%
August 31, 2021 36.03%
July 31, 2021 36.03%
June 30, 2021 36.03%
May 31, 2021 36.03%
April 30, 2021 36.03%
March 31, 2021 36.03%
February 28, 2021 36.03%
January 31, 2021 36.03%
December 31, 2020 36.03%
November 30, 2020 36.03%
October 31, 2020 36.03%
September 30, 2020 36.03%
August 31, 2020 36.03%
July 31, 2020 36.03%
Date Value
June 30, 2020 36.03%
May 31, 2020 36.03%
April 30, 2020 36.03%
March 31, 2020 36.03%
February 29, 2020 18.83%
January 31, 2020 18.83%
December 31, 2019 18.83%
November 30, 2019 18.83%
October 31, 2019 18.83%
September 30, 2019 18.83%
August 31, 2019 18.83%
July 31, 2019 18.83%
June 30, 2019 18.83%
May 31, 2019 18.83%
April 30, 2019 18.83%
March 31, 2019 18.83%
February 28, 2019 18.83%
January 31, 2019 18.83%
December 31, 2018 18.83%
November 30, 2018 17.72%
October 31, 2018 17.72%
September 30, 2018 17.72%
August 31, 2018 17.72%
July 31, 2018 17.72%
June 30, 2018 17.72%

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

17.72%
Minimum
Aug 2017
36.03%
Maximum
Mar 2020
26.85%
Average
18.83%
Median
Dec 2018