Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.99%
July 31, 2023 99.99%
June 30, 2023 99.99%
May 31, 2023 99.35%
April 30, 2023 99.35%
March 31, 2023 99.35%
February 28, 2023 99.35%
January 31, 2023 99.35%
December 31, 2022 99.35%
November 30, 2022 99.35%
October 31, 2022 99.35%
September 30, 2022 99.35%
August 31, 2022 99.35%
July 31, 2022 99.35%
June 30, 2022 99.35%
May 31, 2022 99.35%
April 30, 2022 99.35%
Date Value
March 31, 2022 99.35%
February 28, 2022 99.35%
January 31, 2022 99.35%
December 31, 2021 99.35%
November 30, 2021 99.35%
October 31, 2021 99.35%
September 30, 2021 99.35%
August 31, 2021 99.35%
July 31, 2021 99.35%
June 30, 2021 99.35%
May 31, 2021 98.52%
April 30, 2021 98.52%
March 31, 2021 98.52%
February 28, 2021 98.52%
January 31, 2021 98.52%
December 31, 2020 98.52%
November 30, 2020 98.89%
October 31, 2020 98.89%
September 30, 2020 98.89%
August 31, 2020 98.89%
July 31, 2020 98.89%
June 30, 2020 98.89%
May 31, 2020 98.89%
April 30, 2020 98.89%
March 31, 2020 98.89%

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

98.52%
Minimum
Dec 2020
99.99%
Maximum
Jun 2023
99.24%
Average
99.35%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks