Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
May 31, 2022 25.55%
April 30, 2022 25.55%
March 31, 2022 25.55%
February 28, 2022 25.55%
January 31, 2022 25.55%
December 31, 2021 25.55%
November 30, 2021 25.55%
October 31, 2021 25.55%
September 30, 2021 25.55%
August 31, 2021 25.55%
July 31, 2021 25.55%
June 30, 2021 25.55%
May 31, 2021 25.55%
April 30, 2021 25.55%
March 31, 2021 25.55%
February 28, 2021 25.55%
January 31, 2021 25.55%
December 31, 2020 25.55%
November 30, 2020 25.55%
October 31, 2020 25.55%
September 30, 2020 25.55%
August 31, 2020 25.55%
July 31, 2020 25.55%
June 30, 2020 25.55%
May 31, 2020 25.55%
Date Value
April 30, 2020 25.55%
March 31, 2020 25.55%
February 29, 2020 15.30%
January 31, 2020 15.30%
December 31, 2019 15.30%
November 30, 2019 15.30%
October 31, 2019 15.30%
September 30, 2019 15.30%
August 31, 2019 15.30%
July 31, 2019 15.30%
June 30, 2019 15.30%
May 31, 2019 15.30%
April 30, 2019 15.30%
March 31, 2019 15.30%
February 28, 2019 15.30%
January 31, 2019 15.30%
December 31, 2018 15.30%
November 30, 2018 14.36%
October 31, 2018 14.36%
September 30, 2018 14.36%
August 31, 2018 14.36%
July 31, 2018 14.36%
June 30, 2018 14.36%
May 31, 2018 14.36%
April 30, 2018 14.36%

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

14.36%
Minimum
Jun 2017
25.55%
Maximum
Mar 2020
19.63%
Average
15.30%
Median
Dec 2018