Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
May 31, 2022 34.36%
April 30, 2022 30.01%
March 31, 2022 30.01%
February 28, 2022 30.01%
January 31, 2022 30.01%
December 31, 2021 30.01%
November 30, 2021 30.01%
October 31, 2021 30.01%
September 30, 2021 30.01%
August 31, 2021 30.01%
July 31, 2021 30.01%
June 30, 2021 30.01%
May 31, 2021 30.01%
April 30, 2021 30.01%
March 31, 2021 30.01%
February 28, 2021 30.01%
January 31, 2021 30.01%
December 31, 2020 30.01%
November 30, 2020 30.01%
October 31, 2020 30.01%
September 30, 2020 30.01%
August 31, 2020 30.01%
July 31, 2020 30.01%
June 30, 2020 30.01%
May 31, 2020 30.01%
Date Value
April 30, 2020 30.01%
March 31, 2020 30.01%
February 29, 2020 22.83%
January 31, 2020 22.83%
December 31, 2019 22.83%
November 30, 2019 22.83%
October 31, 2019 22.83%
September 30, 2019 22.83%
August 31, 2019 22.83%
July 31, 2019 22.83%
June 30, 2019 22.83%
May 31, 2019 22.83%
April 30, 2019 22.83%
March 31, 2019 22.83%
February 28, 2019 22.83%
January 31, 2019 22.83%
December 31, 2018 22.83%
November 30, 2018 20.04%
October 31, 2018 20.04%
September 30, 2018 20.04%
August 31, 2018 20.04%
July 31, 2018 20.04%
June 30, 2018 20.04%
May 31, 2018 20.04%
April 30, 2018 20.04%

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

20.04%
Minimum
Jun 2017
34.36%
Maximum
May 2022
25.30%
Average
22.83%
Median
Dec 2018