Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
May 31, 2022 44.08%
April 30, 2022 44.08%
March 31, 2022 44.08%
February 28, 2022 44.08%
January 31, 2022 44.08%
December 31, 2021 44.08%
November 30, 2021 44.08%
October 31, 2021 44.08%
September 30, 2021 44.08%
August 31, 2021 44.08%
July 31, 2021 44.08%
June 30, 2021 44.08%
May 31, 2021 44.08%
April 30, 2021 44.08%
March 31, 2021 44.08%
February 28, 2021 44.08%
January 31, 2021 44.08%
December 31, 2020 44.08%
November 30, 2020 44.08%
October 31, 2020 44.08%
September 30, 2020 44.08%
August 31, 2020 44.08%
July 31, 2020 44.08%
June 30, 2020 44.08%
May 31, 2020 44.08%
Date Value
April 30, 2020 44.08%
March 31, 2020 44.08%
February 29, 2020 23.36%
January 31, 2020 23.36%
December 31, 2019 23.36%
November 30, 2019 23.36%
October 31, 2019 23.36%
September 30, 2019 23.36%
August 31, 2019 23.36%
July 31, 2019 23.36%
June 30, 2019 23.36%
May 31, 2019 23.36%
April 30, 2019 23.36%
March 31, 2019 23.36%
February 28, 2019 23.36%
January 31, 2019 23.36%
December 31, 2018 23.36%
November 30, 2018 20.84%
October 31, 2018 20.84%
September 30, 2018 20.84%
August 31, 2018 20.84%
July 31, 2018 20.84%
June 30, 2018 20.84%
May 31, 2018 20.84%
April 30, 2018 20.84%

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

20.84%
Minimum
Jun 2017
44.08%
Maximum
Mar 2020
31.93%
Average
23.36%
Median
Dec 2018