Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
July 31, 2022 31.63%
June 30, 2022 31.63%
May 31, 2022 31.63%
April 30, 2022 31.63%
March 31, 2022 31.63%
February 28, 2022 31.63%
January 31, 2022 31.63%
December 31, 2021 31.63%
November 30, 2021 31.63%
October 31, 2021 31.63%
September 30, 2021 31.63%
August 31, 2021 31.63%
July 31, 2021 31.63%
June 30, 2021 31.63%
May 31, 2021 31.63%
April 30, 2021 31.63%
March 31, 2021 31.63%
February 28, 2021 31.63%
January 31, 2021 31.63%
December 31, 2020 31.63%
November 30, 2020 31.63%
October 31, 2020 31.63%
September 30, 2020 31.63%
August 31, 2020 31.63%
July 31, 2020 31.63%
Date Value
June 30, 2020 31.63%
May 31, 2020 31.63%
April 30, 2020 31.63%
March 31, 2020 31.63%
February 29, 2020 22.59%
January 31, 2020 22.59%
December 31, 2019 22.59%
November 30, 2019 22.59%
October 31, 2019 22.59%
September 30, 2019 22.59%
August 31, 2019 22.59%
July 31, 2019 22.59%
June 30, 2019 22.59%
May 31, 2019 22.59%
April 30, 2019 22.59%
March 31, 2019 22.59%
February 28, 2019 22.59%
January 31, 2019 22.59%
December 31, 2018 22.59%
November 30, 2018 13.98%
October 31, 2018 13.98%
September 30, 2018 12.64%
August 31, 2018 12.64%
July 31, 2018 12.64%
June 30, 2018 12.64%

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

12.64%
Minimum
Aug 2017
31.63%
Maximum
Mar 2020
24.35%
Average
22.59%
Median
Dec 2018