Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
May 31, 2022 45.72%
April 30, 2022 45.72%
March 31, 2022 45.72%
February 28, 2022 45.72%
January 31, 2022 45.72%
December 31, 2021 45.72%
November 30, 2021 45.72%
October 31, 2021 45.72%
September 30, 2021 45.72%
August 31, 2021 45.72%
July 31, 2021 45.72%
June 30, 2021 45.72%
May 31, 2021 45.72%
April 30, 2021 45.72%
March 31, 2021 45.72%
February 28, 2021 45.72%
January 31, 2021 45.72%
December 31, 2020 45.72%
November 30, 2020 45.72%
October 31, 2020 45.72%
September 30, 2020 45.72%
August 31, 2020 45.72%
July 31, 2020 45.72%
June 30, 2020 45.72%
May 31, 2020 45.72%
Date Value
April 30, 2020 45.72%
March 31, 2020 45.72%
February 29, 2020 26.41%
January 31, 2020 26.41%
December 31, 2019 26.41%
November 30, 2019 26.41%
October 31, 2019 26.41%
September 30, 2019 26.41%
August 31, 2019 26.41%
July 31, 2019 26.41%
June 30, 2019 26.41%
May 31, 2019 26.41%
April 30, 2019 26.41%
March 31, 2019 26.41%
February 28, 2019 26.41%
January 31, 2019 26.41%
December 31, 2018 26.41%
November 30, 2018 23.38%
October 31, 2018 23.38%
September 30, 2018 23.38%
August 31, 2018 23.38%
July 31, 2018 23.38%
June 30, 2018 23.38%
May 31, 2018 23.38%
April 30, 2018 23.38%

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

23.38%
Minimum
Jun 2017
45.72%
Maximum
Mar 2020
34.19%
Average
26.41%
Median
Dec 2018