Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 99.99%
March 31, 2023 99.99%
February 28, 2023 99.99%
January 31, 2023 99.99%
December 31, 2022 99.99%
November 30, 2022 99.99%
October 31, 2022 99.99%
September 30, 2022 99.99%
August 31, 2022 99.99%
July 31, 2022 99.98%
June 30, 2022 99.97%
May 31, 2022 99.97%
April 30, 2022 99.92%
Date Value
March 31, 2022 99.68%
February 28, 2022 99.61%
January 31, 2022 99.60%
December 31, 2021 99.56%
November 30, 2021 99.43%
October 31, 2021 99.18%
September 30, 2021 99.14%
August 31, 2021 98.32%
July 31, 2021 97.50%
June 30, 2021 97.50%
May 31, 2021 97.50%
April 30, 2021 97.50%
March 31, 2021 97.50%
February 28, 2021 97.50%
January 31, 2021 97.50%
December 31, 2020 97.50%
November 30, 2020 97.50%
October 31, 2020 97.50%
September 30, 2020 97.48%
August 31, 2020 95.80%
July 31, 2020 95.80%
June 30, 2020 95.80%
May 31, 2020 95.80%
April 30, 2020 95.80%
March 31, 2020 95.80%

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

93.68%
Minimum
May 2019
100.00%
Maximum
Oct 2023
97.97%
Average
99.31%
Median