Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
July 31, 2022 36.37%
June 30, 2022 36.37%
May 31, 2022 36.37%
April 30, 2022 36.37%
March 31, 2022 36.37%
February 28, 2022 36.37%
January 31, 2022 36.37%
December 31, 2021 36.37%
November 30, 2021 36.37%
October 31, 2021 36.37%
September 30, 2021 36.37%
August 31, 2021 36.37%
July 31, 2021 36.37%
June 30, 2021 36.37%
May 31, 2021 36.37%
April 30, 2021 36.37%
March 31, 2021 36.37%
February 28, 2021 36.37%
January 31, 2021 36.37%
December 31, 2020 36.37%
November 30, 2020 36.37%
October 31, 2020 36.37%
September 30, 2020 36.37%
August 31, 2020 36.37%
July 31, 2020 36.37%
Date Value
June 30, 2020 36.37%
May 31, 2020 36.37%
April 30, 2020 36.37%
March 31, 2020 36.37%
February 29, 2020 18.05%
January 31, 2020 18.05%
December 31, 2019 18.05%
November 30, 2019 18.05%
October 31, 2019 18.05%
September 30, 2019 18.05%
August 31, 2019 18.05%
July 31, 2019 18.05%
June 30, 2019 18.05%
May 31, 2019 18.05%
April 30, 2019 18.05%
March 31, 2019 18.05%
February 28, 2019 18.05%
January 31, 2019 18.05%
December 31, 2018 18.05%
November 30, 2018 18.05%
October 31, 2018 18.05%
September 30, 2018 18.05%
August 31, 2018 18.05%
July 31, 2018 18.05%
June 30, 2018 18.05%

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

18.05%
Minimum
Sep 2017
36.37%
Maximum
Mar 2020
26.93%
Average
18.86%
Median