Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
May 31, 2022 43.01%
April 30, 2022 43.01%
March 31, 2022 43.01%
February 28, 2022 43.01%
January 31, 2022 43.01%
December 31, 2021 43.01%
November 30, 2021 43.01%
October 31, 2021 43.01%
September 30, 2021 43.01%
August 31, 2021 43.01%
July 31, 2021 43.01%
June 30, 2021 43.01%
May 31, 2021 43.01%
April 30, 2021 43.01%
March 31, 2021 43.01%
February 28, 2021 43.01%
January 31, 2021 43.01%
December 31, 2020 43.01%
November 30, 2020 43.01%
October 31, 2020 43.01%
September 30, 2020 43.01%
August 31, 2020 43.01%
July 31, 2020 43.01%
June 30, 2020 43.01%
May 31, 2020 43.01%
Date Value
April 30, 2020 43.01%
March 31, 2020 43.01%
February 29, 2020 23.47%
January 31, 2020 23.47%
December 31, 2019 23.47%
November 30, 2019 23.47%
October 31, 2019 23.47%
September 30, 2019 23.47%
August 31, 2019 23.47%
July 31, 2019 23.47%
June 30, 2019 23.47%
May 31, 2019 23.47%
April 30, 2019 23.47%
March 31, 2019 23.47%
February 28, 2019 23.47%
January 31, 2019 23.47%
December 31, 2018 23.47%
November 30, 2018 23.22%
October 31, 2018 23.22%
September 30, 2018 23.22%
August 31, 2018 23.22%
July 31, 2018 23.22%
June 30, 2018 23.22%
May 31, 2018 23.22%
April 30, 2018 23.22%

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

23.22%
Minimum
Jun 2017
43.01%
Maximum
Mar 2020
32.19%
Average
23.47%
Median
Dec 2018