Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
May 31, 2022 32.45%
April 30, 2022 32.45%
March 31, 2022 32.45%
February 28, 2022 32.45%
January 31, 2022 32.45%
December 31, 2021 32.45%
November 30, 2021 32.45%
October 31, 2021 32.45%
September 30, 2021 32.45%
August 31, 2021 32.45%
July 31, 2021 32.45%
June 30, 2021 32.45%
May 31, 2021 32.45%
April 30, 2021 32.45%
March 31, 2021 32.45%
February 28, 2021 32.45%
January 31, 2021 32.45%
December 31, 2020 32.45%
November 30, 2020 32.45%
October 31, 2020 32.45%
September 30, 2020 32.45%
August 31, 2020 32.45%
July 31, 2020 32.45%
June 30, 2020 32.45%
May 31, 2020 32.45%
Date Value
April 30, 2020 32.45%
March 31, 2020 32.45%
February 29, 2020 20.49%
January 31, 2020 20.49%
December 31, 2019 20.49%
November 30, 2019 20.49%
October 31, 2019 20.49%
September 30, 2019 20.49%
August 31, 2019 20.49%
July 31, 2019 20.49%
June 30, 2019 20.49%
May 31, 2019 20.49%
April 30, 2019 20.49%
March 31, 2019 20.49%
February 28, 2019 20.49%
January 31, 2019 20.49%
December 31, 2018 20.49%
November 30, 2018 13.46%
October 31, 2018 13.46%
September 30, 2018 13.46%
August 31, 2018 13.46%
July 31, 2018 13.46%
June 30, 2018 13.46%
May 31, 2018 13.46%
April 30, 2018 13.46%

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

13.46%
Minimum
Jun 2017
32.45%
Maximum
Mar 2020
23.76%
Average
20.49%
Median
Dec 2018