Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
June 30, 2022 39.43%
May 31, 2022 39.43%
April 30, 2022 39.43%
March 31, 2022 39.43%
February 28, 2022 39.43%
January 31, 2022 39.43%
December 31, 2021 39.43%
November 30, 2021 39.43%
October 31, 2021 39.43%
September 30, 2021 39.43%
August 31, 2021 39.43%
July 31, 2021 39.43%
June 30, 2021 39.43%
May 31, 2021 39.43%
April 30, 2021 39.43%
March 31, 2021 39.43%
February 28, 2021 39.43%
January 31, 2021 39.43%
December 31, 2020 39.43%
November 30, 2020 39.43%
October 31, 2020 39.43%
September 30, 2020 39.43%
August 31, 2020 39.43%
July 31, 2020 39.43%
June 30, 2020 39.43%
Date Value
May 31, 2020 39.43%
April 30, 2020 39.43%
March 31, 2020 39.43%
February 29, 2020 19.26%
January 31, 2020 19.26%
December 31, 2019 19.26%
November 30, 2019 19.26%
October 31, 2019 19.26%
September 30, 2019 19.26%
August 31, 2019 19.26%
July 31, 2019 19.26%
June 30, 2019 19.26%
May 31, 2019 19.26%
April 30, 2019 19.26%
March 31, 2019 19.26%
February 28, 2019 19.26%
January 31, 2019 19.26%
December 31, 2018 19.26%
November 30, 2018 17.31%
October 31, 2018 17.31%
September 30, 2018 17.31%
August 31, 2018 17.31%
July 31, 2018 17.31%
June 30, 2018 17.31%
May 31, 2018 17.31%

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

17.31%
Minimum
Jul 2017
39.43%
Maximum
Mar 2020
28.12%
Average
19.26%
Median
Dec 2018