Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
July 31, 2022 40.24%
June 30, 2022 40.24%
May 31, 2022 39.09%
April 30, 2022 38.05%
March 31, 2022 38.05%
February 28, 2022 38.05%
January 31, 2022 38.05%
December 31, 2021 38.05%
November 30, 2021 38.05%
October 31, 2021 38.05%
September 30, 2021 38.05%
August 31, 2021 38.05%
July 31, 2021 38.05%
June 30, 2021 38.05%
May 31, 2021 38.05%
April 30, 2021 38.05%
March 31, 2021 38.05%
February 28, 2021 38.05%
January 31, 2021 38.05%
December 31, 2020 38.05%
November 30, 2020 38.05%
October 31, 2020 38.05%
September 30, 2020 38.05%
August 31, 2020 38.05%
July 31, 2020 38.05%
Date Value
June 30, 2020 38.05%
May 31, 2020 38.05%
April 30, 2020 38.05%
March 31, 2020 38.05%
February 29, 2020 26.80%
January 31, 2020 26.80%
December 31, 2019 26.80%
November 30, 2019 26.80%
October 31, 2019 26.80%
September 30, 2019 26.80%
August 31, 2019 26.80%
July 31, 2019 26.80%
June 30, 2019 26.80%
May 31, 2019 26.80%
April 30, 2019 26.80%
March 31, 2019 26.80%
February 28, 2019 26.80%
January 31, 2019 26.80%
December 31, 2018 26.80%
November 30, 2018 21.54%
October 31, 2018 21.54%
September 30, 2018 21.54%
August 31, 2018 21.54%
July 31, 2018 21.54%
June 30, 2018 21.54%

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

21.54%
Minimum
Aug 2017
40.24%
Maximum
Jun 2022
30.92%
Average
26.80%
Median
Dec 2018