Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1985. Upgrade now.
Date Value
May 31, 2022 33.94%
April 30, 2022 33.94%
March 31, 2022 33.94%
February 28, 2022 33.94%
January 31, 2022 33.94%
December 31, 2021 33.94%
November 30, 2021 33.94%
October 31, 2021 33.94%
September 30, 2021 33.94%
August 31, 2021 33.94%
July 31, 2021 33.94%
June 30, 2021 33.94%
May 31, 2021 33.94%
April 30, 2021 33.94%
March 31, 2021 33.94%
February 28, 2021 33.94%
January 31, 2021 33.94%
December 31, 2020 33.94%
November 30, 2020 33.94%
October 31, 2020 33.94%
September 30, 2020 33.94%
August 31, 2020 33.94%
July 31, 2020 33.94%
June 30, 2020 33.94%
May 31, 2020 33.94%
Date Value
April 30, 2020 33.94%
March 31, 2020 33.94%
February 29, 2020 19.41%
January 31, 2020 19.41%
December 31, 2019 19.41%
November 30, 2019 19.41%
October 31, 2019 19.41%
September 30, 2019 19.41%
August 31, 2019 19.41%
July 31, 2019 19.41%
June 30, 2019 19.41%
May 31, 2019 19.41%
April 30, 2019 19.41%
March 31, 2019 19.41%
February 28, 2019 19.41%
January 31, 2019 19.41%
December 31, 2018 19.41%
November 30, 2018 13.06%
October 31, 2018 13.06%
September 30, 2018 13.06%
August 31, 2018 13.06%
July 31, 2018 13.06%
June 30, 2018 13.06%
May 31, 2018 13.06%
April 30, 2018 13.06%

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

13.06%
Minimum
Jun 2017
33.94%
Maximum
Mar 2020
24.04%
Average
19.41%
Median
Dec 2018