Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
June 30, 2022 44.56%
May 31, 2022 44.56%
April 30, 2022 44.56%
March 31, 2022 44.56%
February 28, 2022 44.56%
January 31, 2022 44.56%
December 31, 2021 44.56%
November 30, 2021 44.56%
October 31, 2021 44.56%
September 30, 2021 44.56%
August 31, 2021 44.56%
July 31, 2021 44.56%
June 30, 2021 44.56%
May 31, 2021 44.56%
April 30, 2021 44.56%
March 31, 2021 44.56%
February 28, 2021 44.56%
January 31, 2021 44.56%
December 31, 2020 44.56%
November 30, 2020 44.56%
October 31, 2020 44.56%
September 30, 2020 44.56%
August 31, 2020 44.56%
July 31, 2020 44.56%
June 30, 2020 44.56%
Date Value
May 31, 2020 44.56%
April 30, 2020 44.56%
March 31, 2020 44.56%
February 29, 2020 30.01%
January 31, 2020 30.01%
December 31, 2019 30.01%
November 30, 2019 30.01%
October 31, 2019 30.01%
September 30, 2019 30.01%
August 31, 2019 30.01%
July 31, 2019 30.01%
June 30, 2019 30.01%
May 31, 2019 30.01%
April 30, 2019 30.01%
March 31, 2019 30.01%
February 28, 2019 30.01%
January 31, 2019 30.01%
December 31, 2018 30.01%
November 30, 2018 30.01%
October 31, 2018 30.01%
September 30, 2018 30.01%
August 31, 2018 30.01%
July 31, 2018 30.01%
June 30, 2018 30.01%
May 31, 2018 30.01%

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

30.01%
Minimum
Jul 2017
44.56%
Maximum
Mar 2020
36.80%
Average
30.01%
Median
Jul 2017