Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
July 31, 2022 34.93%
June 30, 2022 34.93%
May 31, 2022 34.93%
April 30, 2022 34.93%
March 31, 2022 34.93%
February 28, 2022 34.93%
January 31, 2022 34.93%
December 31, 2021 34.93%
November 30, 2021 34.93%
October 31, 2021 34.93%
September 30, 2021 34.93%
August 31, 2021 34.93%
July 31, 2021 34.93%
June 30, 2021 34.93%
May 31, 2021 34.93%
April 30, 2021 34.93%
March 31, 2021 34.93%
February 28, 2021 34.93%
January 31, 2021 34.93%
December 31, 2020 34.93%
November 30, 2020 34.93%
October 31, 2020 34.93%
September 30, 2020 34.93%
August 31, 2020 34.93%
July 31, 2020 34.93%
Date Value
June 30, 2020 34.93%
May 31, 2020 34.93%
April 30, 2020 34.93%
March 31, 2020 34.93%
February 29, 2020 23.11%
January 31, 2020 23.11%
December 31, 2019 23.11%
November 30, 2019 23.11%
October 31, 2019 23.11%
September 30, 2019 23.11%
August 31, 2019 23.11%
July 31, 2019 23.11%
June 30, 2019 23.11%
May 31, 2019 23.11%
April 30, 2019 23.11%
March 31, 2019 23.11%
February 28, 2019 23.11%
January 31, 2019 23.11%
December 31, 2018 23.11%
November 30, 2018 23.11%
October 31, 2018 23.11%
September 30, 2018 23.11%
August 31, 2018 23.11%
July 31, 2018 23.11%
June 30, 2018 23.11%

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

23.11%
Minimum
Aug 2017
34.93%
Maximum
Mar 2020
28.83%
Average
23.11%
Median
Aug 2017