Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
July 31, 2022 32.99%
June 30, 2022 32.99%
May 31, 2022 32.99%
April 30, 2022 32.99%
March 31, 2022 32.99%
February 28, 2022 32.99%
January 31, 2022 32.99%
December 31, 2021 32.99%
November 30, 2021 32.99%
October 31, 2021 32.99%
September 30, 2021 32.99%
August 31, 2021 32.99%
July 31, 2021 32.99%
June 30, 2021 32.99%
May 31, 2021 32.99%
April 30, 2021 32.99%
March 31, 2021 32.99%
February 28, 2021 32.99%
January 31, 2021 32.99%
December 31, 2020 32.99%
November 30, 2020 32.99%
October 31, 2020 32.99%
September 30, 2020 32.99%
August 31, 2020 32.99%
July 31, 2020 32.99%
Date Value
June 30, 2020 32.99%
May 31, 2020 32.99%
April 30, 2020 32.99%
March 31, 2020 32.99%
February 29, 2020 21.96%
January 31, 2020 21.96%
December 31, 2019 21.96%
November 30, 2019 21.96%
October 31, 2019 21.96%
September 30, 2019 21.96%
August 31, 2019 21.96%
July 31, 2019 21.96%
June 30, 2019 21.96%
May 31, 2019 21.96%
April 30, 2019 21.96%
March 31, 2019 21.96%
February 28, 2019 21.96%
January 31, 2019 21.96%
December 31, 2018 21.96%
November 30, 2018 19.27%
October 31, 2018 19.27%
September 30, 2018 19.27%
August 31, 2018 19.27%
July 31, 2018 19.27%
June 30, 2018 19.27%

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

19.27%
Minimum
Aug 2017
32.99%
Maximum
Mar 2020
26.57%
Average
21.96%
Median
Dec 2018