Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
July 31, 2022 25.28%
June 30, 2022 25.28%
May 31, 2022 25.28%
April 30, 2022 25.28%
March 31, 2022 25.28%
February 28, 2022 25.28%
January 31, 2022 25.28%
December 31, 2021 25.28%
November 30, 2021 25.28%
October 31, 2021 25.28%
September 30, 2021 25.28%
August 31, 2021 25.28%
July 31, 2021 25.28%
June 30, 2021 25.28%
May 31, 2021 25.28%
April 30, 2021 25.28%
March 31, 2021 25.28%
February 28, 2021 25.28%
January 31, 2021 25.28%
December 31, 2020 25.28%
November 30, 2020 25.28%
October 31, 2020 25.28%
September 30, 2020 25.28%
August 31, 2020 25.28%
July 31, 2020 25.28%
Date Value
June 30, 2020 25.28%
May 31, 2020 25.28%
April 30, 2020 25.28%
March 31, 2020 25.28%
February 29, 2020 11.85%
January 31, 2020 11.85%
December 31, 2019 11.85%
November 30, 2019 11.85%
October 31, 2019 11.85%
September 30, 2019 11.85%
August 31, 2019 11.85%
July 31, 2019 11.85%
June 30, 2019 11.85%
May 31, 2019 11.85%
April 30, 2019 11.85%
March 31, 2019 11.85%
February 28, 2019 11.85%
January 31, 2019 11.85%
December 31, 2018 11.85%
November 30, 2018 11.78%
October 31, 2018 11.78%
September 30, 2018 11.78%
August 31, 2018 11.78%
July 31, 2018 11.78%
June 30, 2018 11.78%

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

11.78%
Minimum
Aug 2017
25.28%
Maximum
Mar 2020
18.33%
Average
11.85%
Median
Dec 2018