Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
April 30, 2024 86.01%
March 31, 2024 86.01%
February 29, 2024 86.01%
January 31, 2024 86.01%
December 31, 2023 86.01%
November 30, 2023 86.01%
October 31, 2023 85.99%
September 30, 2023 85.96%
August 31, 2023 85.51%
July 31, 2023 85.51%
June 30, 2023 85.51%
May 31, 2023 85.51%
April 30, 2023 85.51%
March 31, 2023 85.51%
February 28, 2023 85.51%
January 31, 2023 85.51%
December 31, 2022 85.51%
November 30, 2022 85.51%
October 31, 2022 82.02%
September 30, 2022 80.45%
August 31, 2022 79.10%
July 31, 2022 78.54%
June 30, 2022 73.12%
May 31, 2022 72.81%
April 30, 2022 72.57%
Date Value
March 31, 2022 72.57%
February 28, 2022 72.57%
January 31, 2022 72.57%
December 31, 2021 72.57%
November 30, 2021 72.57%
October 31, 2021 72.57%
September 30, 2021 72.57%
August 31, 2021 72.87%
July 31, 2021 72.87%
June 30, 2021 72.87%
May 31, 2021 72.87%
April 30, 2021 72.87%
March 31, 2021 72.87%
February 28, 2021 72.87%
January 31, 2021 72.87%
December 31, 2020 72.87%
November 30, 2020 83.77%
October 31, 2020 86.26%
September 30, 2020 89.84%
August 31, 2020 90.28%
July 31, 2020 91.06%
June 30, 2020 91.42%
May 31, 2020 92.76%
April 30, 2020 92.76%
March 31, 2020 92.76%

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

72.57%
Minimum
Sep 2021
92.76%
Maximum
May 2019
83.07%
Average
85.51%
Median
Nov 2022

Max Drawdown (5Y) Benchmarks