Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
June 30, 2022 30.97%
May 31, 2022 30.97%
April 30, 2022 30.97%
March 31, 2022 30.97%
February 28, 2022 30.97%
January 31, 2022 30.97%
December 31, 2021 30.97%
November 30, 2021 30.97%
October 31, 2021 30.97%
September 30, 2021 30.97%
August 31, 2021 30.97%
July 31, 2021 30.97%
June 30, 2021 30.97%
May 31, 2021 30.97%
April 30, 2021 30.97%
March 31, 2021 30.97%
February 28, 2021 30.97%
January 31, 2021 30.97%
December 31, 2020 30.97%
November 30, 2020 30.97%
October 31, 2020 30.97%
September 30, 2020 30.97%
August 31, 2020 30.97%
July 31, 2020 30.97%
June 30, 2020 30.97%
Date Value
May 31, 2020 30.97%
April 30, 2020 30.97%
March 31, 2020 30.97%
February 29, 2020 16.84%
January 31, 2020 16.84%
December 31, 2019 16.84%
November 30, 2019 16.84%
October 31, 2019 16.84%
September 30, 2019 16.84%
August 31, 2019 16.84%
July 31, 2019 16.84%
June 30, 2019 16.84%
May 31, 2019 16.84%
April 30, 2019 16.84%
March 31, 2019 16.84%
February 28, 2019 16.84%
January 31, 2019 16.84%
December 31, 2018 16.84%
November 30, 2018 15.02%
October 31, 2018 15.02%
September 30, 2018 15.02%
August 31, 2018 15.02%
July 31, 2018 15.02%
June 30, 2018 15.02%
May 31, 2018 15.02%

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

15.02%
Minimum
Jul 2017
30.97%
Maximum
Mar 2020
22.92%
Average
16.84%
Median
Dec 2018