Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1962. Upgrade now.
Date Value
September 30, 2022 35.66%
August 31, 2022 33.80%
July 31, 2022 33.80%
June 30, 2022 33.80%
May 31, 2022 30.90%
April 30, 2022 30.90%
March 31, 2022 30.90%
February 28, 2022 30.90%
January 31, 2022 30.90%
December 31, 2021 30.90%
November 30, 2021 30.90%
October 31, 2021 30.90%
September 30, 2021 30.90%
August 31, 2021 30.90%
July 31, 2021 30.90%
June 30, 2021 30.90%
May 31, 2021 30.90%
April 30, 2021 30.90%
March 31, 2021 30.90%
February 28, 2021 30.90%
January 31, 2021 30.90%
December 31, 2020 30.90%
November 30, 2020 30.90%
October 31, 2020 30.90%
September 30, 2020 30.90%
Date Value
August 31, 2020 30.90%
July 31, 2020 30.90%
June 30, 2020 30.90%
May 31, 2020 30.90%
April 30, 2020 30.90%
March 31, 2020 30.90%
February 29, 2020 19.86%
January 31, 2020 19.86%
December 31, 2019 19.86%
November 30, 2019 19.86%
October 31, 2019 19.86%
September 30, 2019 19.86%
August 31, 2019 19.86%
July 31, 2019 19.86%
June 30, 2019 19.86%
May 31, 2019 19.86%
April 30, 2019 19.86%
March 31, 2019 19.86%
February 28, 2019 19.86%
January 31, 2019 19.86%
December 31, 2018 19.86%
November 30, 2018 16.34%
October 31, 2018 16.34%
September 30, 2018 16.34%
August 31, 2018 16.34%

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

16.34%
Minimum
Oct 2017
35.66%
Maximum
Sep 2022
24.97%
Average
30.90%
Median
Mar 2020