Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
May 31, 2022 23.21%
April 30, 2022 23.21%
March 31, 2022 23.21%
February 28, 2022 23.21%
January 31, 2022 23.21%
December 31, 2021 23.21%
November 30, 2021 23.21%
October 31, 2021 23.21%
September 30, 2021 23.21%
August 31, 2021 23.21%
July 31, 2021 23.21%
June 30, 2021 23.21%
May 31, 2021 23.21%
April 30, 2021 23.21%
March 31, 2021 23.21%
February 28, 2021 23.21%
January 31, 2021 23.21%
December 31, 2020 23.21%
November 30, 2020 23.21%
October 31, 2020 23.21%
September 30, 2020 23.21%
August 31, 2020 23.21%
July 31, 2020 23.21%
June 30, 2020 23.21%
May 31, 2020 23.21%
Date Value
April 30, 2020 23.21%
March 31, 2020 23.21%
February 29, 2020 9.81%
January 31, 2020 9.81%
December 31, 2019 9.81%
November 30, 2019 9.81%
October 31, 2019 9.81%
September 30, 2019 9.81%
August 31, 2019 9.81%
July 31, 2019 9.81%
June 30, 2019 9.81%
May 31, 2019 9.81%
April 30, 2019 9.81%
March 31, 2019 9.81%
February 28, 2019 9.81%
January 31, 2019 9.81%
December 31, 2018 9.81%
November 30, 2018 6.10%
October 31, 2018 6.10%
September 30, 2018 6.10%
August 31, 2018 6.10%
July 31, 2018 6.10%
June 30, 2018 6.10%
May 31, 2018 6.10%
April 30, 2018 6.10%

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

6.10%
Minimum
Jun 2017
23.21%
Maximum
Mar 2020
14.73%
Average
9.81%
Median
Dec 2018