Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
July 31, 2022 22.43%
June 30, 2022 22.32%
May 31, 2022 20.51%
April 30, 2022 20.51%
March 31, 2022 20.51%
February 28, 2022 20.51%
January 31, 2022 20.51%
December 31, 2021 20.51%
November 30, 2021 20.51%
October 31, 2021 20.51%
September 30, 2021 20.51%
August 31, 2021 20.51%
July 31, 2021 20.51%
June 30, 2021 20.51%
May 31, 2021 20.51%
April 30, 2021 20.51%
March 31, 2021 21.97%
February 28, 2021 21.97%
January 31, 2021 21.97%
December 31, 2020 21.97%
November 30, 2020 21.97%
October 31, 2020 21.97%
September 30, 2020 21.97%
August 31, 2020 21.97%
July 31, 2020 21.97%
Date Value
June 30, 2020 21.97%
May 31, 2020 21.97%
April 30, 2020 21.97%
March 31, 2020 21.97%
February 29, 2020 21.97%
January 31, 2020 21.97%
December 31, 2019 21.97%
November 30, 2019 21.97%
October 31, 2019 21.97%
September 30, 2019 21.97%
August 31, 2019 21.97%
July 31, 2019 21.97%
June 30, 2019 21.97%
May 31, 2019 21.97%
April 30, 2019 21.97%
March 31, 2019 21.97%
February 28, 2019 21.97%
January 31, 2019 21.97%
December 31, 2018 21.97%
November 30, 2018 21.97%
October 31, 2018 21.97%
September 30, 2018 21.97%
August 31, 2018 21.97%
July 31, 2018 21.97%
June 30, 2018 21.97%

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

20.51%
Minimum
Apr 2021
22.43%
Maximum
Jul 2022
21.64%
Average
21.97%
Median
Aug 2017