Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
May 31, 2022 25.83%
April 30, 2022 25.83%
March 31, 2022 25.83%
February 28, 2022 25.83%
January 31, 2022 25.83%
December 31, 2021 25.83%
November 30, 2021 25.83%
October 31, 2021 25.83%
September 30, 2021 25.83%
August 31, 2021 25.83%
July 31, 2021 25.83%
June 30, 2021 25.83%
May 31, 2021 25.83%
April 30, 2021 25.83%
March 31, 2021 25.83%
February 28, 2021 25.83%
January 31, 2021 25.83%
December 31, 2020 25.83%
November 30, 2020 25.83%
October 31, 2020 25.83%
September 30, 2020 25.83%
August 31, 2020 25.83%
July 31, 2020 25.83%
June 30, 2020 25.83%
May 31, 2020 25.83%
Date Value
April 30, 2020 25.83%
March 31, 2020 25.83%
February 29, 2020 14.84%
January 31, 2020 14.84%
December 31, 2019 14.84%
November 30, 2019 14.84%
October 31, 2019 14.84%
September 30, 2019 14.84%
August 31, 2019 14.84%
July 31, 2019 14.84%
June 30, 2019 14.84%
May 31, 2019 14.84%
April 30, 2019 14.84%
March 31, 2019 14.84%
February 28, 2019 14.84%
January 31, 2019 14.84%
December 31, 2018 14.84%
November 30, 2018 14.84%
October 31, 2018 14.84%
September 30, 2018 14.84%
August 31, 2018 14.84%
July 31, 2018 14.84%
June 30, 2018 14.84%
May 31, 2018 14.84%
April 30, 2018 14.84%

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

14.84%
Minimum
Jun 2017
25.83%
Maximum
Mar 2020
19.78%
Average
14.84%
Median
Jun 2017